+743.1%
SW vs SMTC
+607.7%
+135.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -12.9% | +17.0% | +5.2% |
| 7D | +12.1% | -24.5% | +36.6% | +14.6% |
| 30D | +6.6% | -42.5% | +49.0% | +11.3% |
| 3M | -6.0% | -14.1% | +8.1% | -6.2% |
| 6M | +21.5% | +3.6% | +17.9% | +18.0% |
| YTD | +20.3% | +50.6% | -30.2% | +11.9% |
| 1Y | +28.1% | +72.2% | -44.1% | +17.3% |
| 3Y | +51.6% | +653.8% | -602.2% | +18.7% |
| 5Y | -0.1% | +22.0% | -22.1% | -14.3% |
| 10Y | +189.7% | +354.2% | -164.5% | +137.9% |
| All | +743.1% | +607.7% | +135.4% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling