+169.8%
SMTC vs WOLF
+44.0%
+125.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.0% |
| 7D | +13.1% | -8.6% | +21.7% | +16.7% |
| 30D | +19.5% | -18.3% | +37.7% | +28.9% |
| 3M | +2.2% | -43.1% | +45.3% | +20.2% |
| 6M | +94.9% | +42.4% | +52.5% | +72.7% |
| YTD | +127.0% | +48.9% | +78.1% | +96.3% |
| All | +169.8% | +44.0% | +125.8% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling