+3.5%
SW vs SMTC
+56.0%
-52.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -8.0% | +0.7% |
| 7D | -5.1% | +12.7% | -17.8% | -5.8% |
| 30D | -4.6% | +22.0% | -26.6% | -6.3% |
| 3M | +9.4% | -12.7% | +22.1% | +11.3% |
| 6M | +3.5% | +64.8% | -61.3% | -6.9% |
| All | +3.5% | +56.0% | -52.5% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling