+527.9%
SMTC vs CDW
+262.5%
+265.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.8% |
| 7D | +22.5% | -4.2% | +26.7% | +25.3% |
| 30D | +24.9% | +4.9% | +20.0% | +19.1% |
| 3M | +4.1% | +7.3% | -3.2% | -5.0% |
| 6M | +92.6% | +19.2% | +73.4% | +53.0% |
| YTD | +122.5% | +6.2% | +116.3% | +89.9% |
| 1Y | +166.2% | -14.0% | +180.2% | +168.3% |
| 3Y | +577.2% | -30.0% | +607.1% | +709.8% |
| 5Y | +119.0% | -23.6% | +142.6% | +141.6% |
| 10Y | +527.9% | +269.4% | +258.5% | +159.7% |
| All | +527.9% | +262.5% | +265.4% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling