+48.0%
BAX vs SMTC
+70.8%
-22.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -12.9% | +16.9% | +3.7% |
| 7D | +4.1% | -24.5% | +28.6% | +3.6% |
| 30D | +9.4% | -42.5% | +51.9% | +8.7% |
| 3M | -6.5% | -14.1% | +7.6% | -7.3% |
| 6M | +59.6% | +3.6% | +56.0% | +52.8% |
| YTD | +38.9% | +50.6% | -11.7% | +29.5% |
| 1Y | +48.0% | +72.2% | -24.2% | +39.8% |
| All | +48.0% | +70.8% | -22.8% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling