-3.4%
BAC vs SMTC
+57.1%
-60.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.8% | -10.5% | +1.7% |
| 7D | +2.0% | -4.8% | +6.8% | +1.9% |
| 30D | -6.9% | -37.8% | +30.9% | -5.3% |
| 3M | -19.6% | -16.5% | -3.1% | -19.3% |
| 6M | -0.5% | -4.4% | +3.9% | -2.5% |
| YTD | -6.6% | +58.0% | -64.6% | -14.0% |
| All | -3.4% | +57.1% | -60.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling