+1,091.0%
BAC vs SMTC
+49,585.3%
-48,494.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.8% | -10.5% | +0.6% |
| 7D | +2.0% | -4.8% | +6.8% | +2.1% |
| 30D | -6.9% | -37.8% | +30.9% | -2.0% |
| 3M | -19.6% | -16.5% | -3.1% | -19.3% |
| 6M | -0.5% | -4.4% | +3.9% | -3.5% |
| YTD | -6.6% | +58.0% | -64.6% | -16.2% |
| 1Y | -3.0% | +62.0% | -65.0% | -13.4% |
| 3Y | +97.3% | +745.7% | -648.4% | +31.8% |
| 5Y | +21.9% | +29.0% | -7.2% | +1.5% |
| 10Y | +251.7% | +351.4% | -99.7% | +145.8% |
| All | +1,091.0% | +49,585.3% | -48,494.3% | +580.8% |
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 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