+1,039.9%
SMTC vs WYNN
+1,177.3%
-137.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | +17.5% | -3.4% | +21.0% | +18.8% |
| 30D | +21.3% | -15.4% | +36.7% | +27.4% |
| 3M | +3.1% | -15.8% | +18.9% | +8.2% |
| 6M | +81.7% | -13.5% | +95.2% | +88.5% |
| YTD | +115.9% | -26.0% | +141.9% | +133.8% |
| 1Y | +157.8% | -27.4% | +185.2% | +178.8% |
| 3Y | +557.3% | -3.7% | +561.0% | +548.9% |
| 5Y | +114.7% | -9.8% | +124.4% | +108.0% |
| 10Y | +509.5% | +1.1% | +508.4% | +420.9% |
| All | +1,039.9% | +1,177.3% | -137.4% | +358.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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