+397.7%
BAC vs SMTC
+504.7%
-107.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +0.6% | +22.5% | -21.9% | -3.6% |
| 30D | -1.4% | +24.9% | -26.3% | -6.6% |
| 3M | +15.7% | +4.1% | +11.7% | +11.7% |
| 6M | +32.2% | +92.6% | -60.4% | +8.9% |
| YTD | +15.8% | +122.5% | -106.7% | -8.3% |
| 1Y | +27.3% | +166.2% | -138.9% | -4.6% |
| 3Y | +137.5% | +577.2% | -439.7% | +17.2% |
| 5Y | +73.1% | +119.0% | -45.9% | +17.7% |
| 10Y | +397.7% | +527.9% | -130.1% | +119.8% |
| All | +397.7% | +504.7% | -107.0% | +119.8% |
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