+114.0%
SMTC vs WING
-35.4%
+149.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.7% | +9.9% |
| 7D | +22.9% | -0.1% | +23.1% | +22.9% |
| 30D | +16.6% | -6.0% | +22.7% | +17.3% |
| 3M | +2.4% | -23.5% | +25.9% | +7.1% |
| 6M | +98.3% | -52.0% | +150.2% | +131.8% |
| YTD | +120.7% | -53.8% | +174.5% | +156.1% |
| 1Y | +168.3% | -63.8% | +232.1% | +231.2% |
| 3Y | +571.7% | -30.8% | +602.5% | +528.3% |
| 5Y | +114.0% | -34.3% | +148.3% | +96.5% |
| All | +114.0% | -35.4% | +149.4% | +96.5% |
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