+1,821.9%
BA vs SMTC
+62,999.7%
-61,177.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | -0.3% |
| 7D | +1.2% | +12.7% | -11.6% | -0.3% |
| 30D | -11.6% | +22.0% | -33.6% | -14.3% |
| 3M | -2.4% | -12.7% | +10.3% | -2.3% |
| 6M | -6.6% | +64.8% | -71.4% | -14.4% |
| YTD | -2.2% | +100.7% | -102.9% | -12.7% |
| 1Y | -8.0% | +146.9% | -154.9% | -20.4% |
| 3Y | -5.0% | +456.8% | -461.8% | -29.9% |
| 5Y | -2.7% | +89.2% | -92.0% | -19.7% |
| 10Y | +75.9% | +426.9% | -351.0% | +29.3% |
| All | +1,821.9% | +62,999.7% | -61,177.8% | +890.0% |
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