-35.6%
BAX vs SMTC
+334.8%
-370.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.3% |
| 7D | +3.6% | -10.9% | +14.6% | +4.4% |
| 30D | +8.5% | -39.4% | +47.9% | +13.3% |
| 3M | -4.9% | -13.5% | +8.7% | -5.4% |
| 6M | +47.0% | -6.8% | +53.8% | +42.2% |
| YTD | +38.4% | +54.0% | -15.6% | +24.5% |
| 1Y | +49.1% | +50.8% | -1.6% | +34.0% |
| 3Y | -14.9% | +677.3% | -692.2% | -44.9% |
| 5Y | -63.1% | +28.7% | -91.9% | -68.6% |
| 10Y | -35.6% | +339.9% | -375.5% | -56.5% |
| All | -35.6% | +334.8% | -370.4% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling