-21.0%
BA vs SMTC
+37.8%
-58.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.7% | -0.8% |
| 7D | -1.4% | +12.9% | -14.2% | -3.6% |
| 30D | -7.9% | -25.6% | +17.7% | -4.9% |
| 3M | -25.2% | -4.5% | -20.6% | -26.7% |
| 6M | -26.7% | -8.3% | -18.4% | -29.4% |
| YTD | -19.6% | +69.9% | -89.5% | -31.9% |
| 1Y | -10.6% | +73.9% | -84.5% | -24.9% |
| 3Y | -11.2% | +757.7% | -768.9% | -54.2% |
| All | -21.0% | +37.8% | -58.8% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling