+182.7%
SW vs SMTC
+313.7%
-131.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.7% | -13.7% | -2.3% |
| 7D | +2.3% | -19.0% | +21.3% | +4.2% |
| 30D | +6.8% | -46.7% | +53.5% | +13.5% |
| 3M | -5.2% | -23.4% | +18.2% | -4.3% |
| 6M | +7.4% | -13.4% | +20.8% | +5.2% |
| YTD | +17.4% | +40.1% | -22.7% | +7.0% |
| 1Y | +27.1% | +47.7% | -20.6% | +14.7% |
| 3Y | +47.9% | +606.9% | -559.1% | +4.9% |
| 5Y | -2.6% | +14.4% | -16.9% | -20.0% |
| All | +182.7% | +313.7% | -131.0% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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