+251.7%
BAC vs SMTC
+365.8%
-114.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.8% | -10.5% | -0.2% |
| 7D | +2.0% | -4.8% | +6.8% | +2.1% |
| 30D | -6.9% | -37.8% | +30.9% | +0.5% |
| 3M | -19.6% | -16.5% | -3.1% | -19.4% |
| 6M | -0.5% | -4.4% | +3.9% | -5.9% |
| YTD | -6.6% | +58.0% | -64.6% | -22.6% |
| 1Y | -3.0% | +62.0% | -65.0% | -20.4% |
| 3Y | +97.3% | +745.7% | -648.4% | -12.9% |
| 5Y | +21.9% | +29.0% | -7.2% | -6.5% |
| 10Y | +251.7% | +351.4% | -99.7% | +92.8% |
| All | +251.7% | +365.8% | -114.1% | +92.8% |
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