+72.2%
SMTC vs WOLF
-3.0%
+75.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -13.6% |
| 7D | -24.5% | -14.5% | -10.0% | -19.7% |
| 30D | -42.5% | -32.0% | -10.4% | -33.4% |
| 3M | -14.1% | -15.8% | +1.7% | -8.6% |
| 6M | +3.6% | -36.6% | +40.2% | +18.4% |
| YTD | +50.6% | +30.9% | +19.7% | +37.6% |
| 1Y | +72.2% | +4.1% | +68.2% | +62.2% |
| All | +72.2% | -3.0% | +75.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling