+217.6%
BAC vs SMTC
+333.2%
-115.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.8% |
| 7D | +3.2% | +11.0% | -7.8% | +0.9% |
| 30D | -0.7% | -28.5% | +27.8% | +4.2% |
| 3M | -20.0% | -14.2% | -5.8% | -20.3% |
| 6M | +3.4% | -18.0% | +21.4% | +1.2% |
| YTD | -5.7% | +55.5% | -61.3% | -21.8% |
| 1Y | -1.4% | +69.5% | -71.0% | -20.2% |
| 3Y | +97.9% | +699.7% | -601.7% | -11.4% |
| 5Y | +22.9% | +27.4% | -4.5% | -5.7% |
| All | +217.6% | +333.2% | -115.6% | +61.6% |
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