+428.1%
WMT vs SMTC
+548.2%
-120.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.0% |
| 7D | 0.0% | +13.1% | -13.1% | -0.7% |
| 30D | -7.4% | +19.5% | -26.9% | -8.6% |
| 3M | -10.9% | +2.2% | -13.1% | -11.6% |
| 6M | -12.7% | +94.9% | -107.6% | -17.8% |
| YTD | -3.2% | +127.0% | -130.2% | -10.1% |
| 1Y | +5.3% | +174.6% | -169.3% | -4.0% |
| 3Y | +101.9% | +615.9% | -514.1% | +60.6% |
| 5Y | +134.6% | +125.6% | +9.0% | +107.3% |
| All | +428.1% | +548.2% | -120.2% | +278.6% |
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