+440.7%
SMTC vs WING
+685.5%
-244.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.6% | -1.5% |
| 7D | -10.9% | +5.0% | -15.9% | -12.0% |
| 30D | -39.4% | +38.7% | -78.1% | -44.9% |
| 3M | -13.5% | +44.7% | -58.3% | -23.3% |
| 6M | -6.8% | +31.5% | -38.3% | -16.8% |
| YTD | +54.0% | -28.4% | +82.4% | +59.8% |
| 1Y | +50.8% | -28.2% | +79.0% | +55.5% |
| 3Y | +677.3% | -18.4% | +695.7% | +618.2% |
| 5Y | +28.7% | +5.2% | +23.5% | +3.3% |
| 10Y | +339.9% | +699.8% | -359.9% | +98.6% |
| All | +440.7% | +685.5% | -244.8% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling