+31.8%
BA vs SMTC
+313.7%
-281.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.2% | -2.3% |
| 7D | +1.1% | -19.0% | +20.1% | +5.0% |
| 30D | -7.9% | -46.7% | +38.8% | +4.2% |
| 3M | -25.3% | -23.4% | -1.9% | -23.9% |
| 6M | -24.6% | -13.4% | -11.2% | -28.2% |
| YTD | -20.1% | +40.1% | -60.2% | -34.3% |
| 1Y | -11.8% | +47.7% | -59.4% | -29.0% |
| 3Y | -10.1% | +606.9% | -617.0% | -63.6% |
| 5Y | -22.7% | +14.4% | -37.1% | -41.0% |
| All | +31.8% | +313.7% | -281.9% | -35.2% |
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