-33.1%
BAX vs SMTC
+333.2%
-366.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.7% |
| 7D | +0.1% | +11.0% | -10.9% | -1.1% |
| 30D | +4.1% | -28.5% | +32.6% | +6.8% |
| 3M | -4.5% | -14.2% | +9.7% | -5.0% |
| 6M | +49.2% | -18.0% | +67.2% | +47.0% |
| YTD | +35.2% | +55.5% | -20.3% | +21.4% |
| 1Y | +38.3% | +69.5% | -31.2% | +22.4% |
| 3Y | -19.0% | +699.7% | -718.7% | -47.8% |
| 5Y | -64.2% | +27.4% | -91.6% | -69.4% |
| All | -33.1% | +333.2% | -366.4% | -53.8% |
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 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