+1,064.4%
BAC vs SMTC
+43,936.3%
-42,871.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.7% | -13.4% | -2.3% |
| 7D | -1.2% | -19.0% | +17.8% | +1.0% |
| 30D | -7.7% | -46.7% | +39.1% | -0.8% |
| 3M | -21.2% | -23.4% | +2.3% | -19.9% |
| 6M | -6.8% | -13.4% | +6.6% | -8.5% |
| YTD | -8.7% | +40.1% | -48.8% | -16.7% |
| 1Y | -5.3% | +47.7% | -53.0% | -14.4% |
| 3Y | +87.4% | +606.9% | -519.5% | +28.2% |
| 5Y | +18.9% | +14.4% | +4.5% | +0.7% |
| 10Y | +273.3% | +322.5% | -49.2% | +163.7% |
| All | +1,064.4% | +43,936.3% | -42,871.9% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling