+22.2%
BBY vs SMTC
+169.6%
-147.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +3.0% |
| 7D | +0.6% | +13.1% | -12.5% | +0.4% |
| 30D | +9.4% | +19.5% | -10.1% | +9.0% |
| 3M | +19.3% | +2.2% | +17.1% | +20.0% |
| 6M | +47.9% | +94.9% | -47.0% | +42.7% |
| YTD | +39.6% | +127.0% | -87.4% | +30.4% |
| 1Y | +22.2% | +174.6% | -152.4% | +11.6% |
| All | +22.2% | +169.6% | -147.4% | +11.6% |
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 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