+1,376.8%
BAC vs SMTC
+62,999.7%
-61,622.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -1.3% |
| 7D | +1.1% | +12.7% | -11.7% | -0.5% |
| 30D | -0.4% | +22.0% | -22.4% | -3.6% |
| 3M | +16.9% | -12.7% | +29.6% | +16.9% |
| 6M | +26.6% | +64.8% | -38.2% | +15.1% |
| YTD | +15.8% | +100.7% | -84.9% | +2.2% |
| 1Y | +27.2% | +146.9% | -119.7% | +8.4% |
| 3Y | +132.4% | +456.8% | -324.4% | +65.6% |
| 5Y | +72.6% | +89.2% | -16.7% | +38.7% |
| 10Y | +389.7% | +426.9% | -37.1% | +239.8% |
| All | +1,376.8% | +62,999.7% | -61,622.9% | +730.2% |
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