+99.2%
WMT vs SMTC
+546.3%
-447.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | -2.5% | +17.5% | -20.0% | -2.8% |
| 30D | -6.4% | +21.3% | -27.7% | -6.8% |
| 3M | -12.1% | +3.1% | -15.3% | -12.2% |
| 6M | -15.0% | +81.7% | -96.7% | -17.1% |
| YTD | -4.5% | +115.9% | -120.4% | -7.5% |
| 1Y | +6.2% | +157.8% | -151.6% | +2.0% |
| All | +99.2% | +546.3% | -447.2% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling