-0.9%
BA vs SMTC
+91.8%
-92.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | -0.7% |
| 7D | +1.2% | +12.7% | -11.6% | -0.9% |
| 30D | -11.6% | +22.0% | -33.6% | -15.2% |
| 3M | -2.4% | -12.7% | +10.3% | -2.2% |
| 6M | -6.6% | +64.8% | -71.4% | -18.0% |
| YTD | -2.2% | +100.7% | -102.9% | -17.6% |
| 1Y | -8.0% | +146.9% | -154.9% | -26.2% |
| 3Y | -5.0% | +456.8% | -461.8% | -42.8% |
| All | -0.9% | +91.8% | -92.7% | -14.1% |
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