+147.8%
SW vs SMTC
+428.4%
-280.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -8.0% | +0.2% |
| 7D | -5.1% | +12.7% | -17.8% | -6.5% |
| 30D | -4.6% | +22.0% | -26.6% | -7.4% |
| 3M | +9.4% | -12.7% | +22.1% | +9.6% |
| 6M | +3.5% | +64.8% | -61.3% | -5.3% |
| YTD | +22.0% | +100.7% | -78.7% | +8.4% |
| 1Y | +2.2% | +146.9% | -144.7% | -12.0% |
| 3Y | +19.6% | +456.8% | -437.2% | -12.2% |
| 5Y | -2.3% | +89.2% | -91.6% | -22.5% |
| All | +147.8% | +428.4% | -280.6% | +85.1% |
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