+28.1%
BA vs SMTC
+365.8%
-337.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.8% | -13.4% | -3.4% |
| 7D | -1.7% | -4.8% | +3.1% | -1.7% |
| 30D | -9.5% | -37.8% | +28.4% | -1.2% |
| 3M | -26.5% | -16.5% | -10.0% | -26.6% |
| 6M | -27.4% | -4.4% | -23.0% | -32.4% |
| YTD | -20.6% | +58.0% | -78.6% | -36.6% |
| 1Y | -11.4% | +62.0% | -73.4% | -30.2% |
| 3Y | -10.8% | +745.7% | -756.5% | -65.6% |
| 5Y | -21.9% | +29.0% | -51.0% | -42.0% |
| 10Y | +28.1% | +351.4% | -323.2% | -38.6% |
| All | +28.1% | +365.8% | -337.7% | -38.6% |
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