+136.4%
BAC vs SMTC
+556.3%
-419.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -1.4% |
| 7D | +1.2% | +22.9% | -21.8% | -0.8% |
| 30D | -0.7% | +16.6% | -17.4% | -2.6% |
| 3M | +16.9% | +2.4% | +14.5% | +15.3% |
| 6M | +29.6% | +98.3% | -68.7% | +17.5% |
| YTD | +15.3% | +120.7% | -105.4% | +3.0% |
| 1Y | +28.8% | +168.3% | -139.4% | +11.8% |
| 3Y | +136.4% | +571.7% | -435.3% | +65.0% |
| All | +136.4% | +556.3% | -419.9% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling