-6.8%
BAC vs SMTC
-10.6%
+3.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.7% | -13.4% | -0.9% |
| 7D | -1.2% | -19.0% | +17.8% | -1.0% |
| 30D | -7.7% | -46.7% | +39.1% | -6.8% |
| 3M | -21.2% | -23.4% | +2.3% | -20.6% |
| 6M | -6.8% | -13.4% | +6.6% | -6.7% |
| All | -6.8% | -10.6% | +3.7% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling