-2.3%
SW vs SMTC
+91.8%
-94.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -8.0% | -0.1% |
| 7D | -5.1% | +12.7% | -17.8% | -6.8% |
| 30D | -4.6% | +22.0% | -26.6% | -8.2% |
| 3M | +9.4% | -12.7% | +22.1% | +9.7% |
| 6M | +3.5% | +64.8% | -61.3% | -7.7% |
| YTD | +22.0% | +100.7% | -78.7% | +4.7% |
| 1Y | +2.2% | +146.9% | -144.7% | -16.0% |
| 3Y | +19.6% | +456.8% | -437.2% | -22.6% |
| All | -2.3% | +91.8% | -94.2% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling