+246.5%
BBY vs SMTC
+548.2%
-301.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +2.1% |
| 7D | +0.6% | +13.1% | -12.5% | -2.0% |
| 30D | +9.4% | +19.5% | -10.1% | +4.6% |
| 3M | +19.3% | +2.2% | +17.1% | +15.6% |
| 6M | +47.9% | +94.9% | -47.0% | +21.4% |
| YTD | +39.6% | +127.0% | -87.4% | +9.4% |
| 1Y | +22.2% | +174.6% | -152.4% | -9.4% |
| 3Y | +45.0% | +615.9% | -570.9% | -30.4% |
| 5Y | +2.6% | +125.6% | -123.0% | -31.0% |
| All | +246.5% | +548.2% | -301.7% | +79.3% |
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