+162.4%
SMTC vs WOLF
+60.4%
+101.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.9% | +8.1% | +9.3% |
| 7D | +22.9% | +9.8% | +13.2% | +19.0% |
| 30D | +16.6% | -12.1% | +28.8% | +22.6% |
| 3M | +2.4% | -47.9% | +50.3% | +22.5% |
| 6M | +98.3% | +74.3% | +24.0% | +65.1% |
| YTD | +120.7% | +65.9% | +54.8% | +83.7% |
| All | +162.4% | +60.4% | +101.9% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling