+29.0%
SMTC vs WING
+9.2%
+19.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.4% | +4.4% | +11.1% |
| 7D | -4.8% | +8.6% | -13.4% | -6.4% |
| 30D | -37.8% | +44.8% | -82.6% | -42.9% |
| 3M | -16.5% | +51.9% | -68.4% | -25.0% |
| 6M | -4.4% | +37.2% | -41.6% | -13.6% |
| YTD | +58.0% | -25.3% | +83.3% | +63.9% |
| 1Y | +62.0% | -25.1% | +87.1% | +67.0% |
| 3Y | +745.7% | -12.9% | +758.6% | +665.0% |
| 5Y | +29.0% | +12.0% | +17.0% | +7.8% |
| All | +29.0% | +9.2% | +19.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling