+8,919.3%
WMT vs SMTC
+69,284.5%
-60,365.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -1.6% |
| 7D | +0.1% | +22.9% | -22.8% | -1.1% |
| 30D | -5.0% | +16.6% | -21.6% | -6.0% |
| 3M | -11.3% | +2.4% | -13.7% | -12.1% |
| 6M | -13.8% | +98.3% | -112.1% | -18.2% |
| YTD | -4.2% | +120.7% | -124.9% | -9.8% |
| 1Y | +4.6% | +168.3% | -163.7% | -2.9% |
| 3Y | +100.5% | +571.7% | -471.2% | +70.4% |
| 5Y | +129.7% | +114.0% | +15.7% | +106.0% |
| 10Y | +423.4% | +497.0% | -73.6% | +332.9% |
| All | +8,919.3% | +69,284.5% | -60,365.3% | +5,773.0% |
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 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