+28.7%
SW vs SMTC
+53.1%
-24.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | +2.2% | -10.9% | +13.1% | +2.4% |
| 30D | +7.4% | -39.4% | +46.8% | +9.2% |
| 3M | -5.9% | -13.5% | +7.6% | -6.6% |
| 6M | +9.0% | -6.8% | +15.8% | +6.7% |
| YTD | +18.1% | +54.0% | -35.9% | +8.5% |
| 1Y | +28.7% | +50.8% | -22.1% | +18.3% |
| All | +28.7% | +53.1% | -24.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling