+875.9%
BAX vs SMTC
+62,999.7%
-62,123.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | +0.5% |
| 7D | -1.1% | +12.7% | -13.9% | -1.8% |
| 30D | -5.5% | +22.0% | -27.4% | -6.7% |
| 3M | +33.5% | -12.7% | +46.2% | +33.5% |
| 6M | +35.9% | +64.8% | -28.9% | +30.6% |
| YTD | +35.4% | +100.7% | -65.3% | +28.5% |
| 1Y | +9.8% | +146.9% | -137.1% | +2.8% |
| 3Y | -32.7% | +456.8% | -489.5% | -41.5% |
| 5Y | -65.6% | +89.2% | -154.8% | -68.7% |
| 10Y | -34.9% | +426.9% | -461.8% | -44.4% |
| All | +875.9% | +62,999.7% | -62,123.8% | +592.6% |
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