+1.3%
BBY vs SMTC
+122.8%
-121.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +2.4% |
| 7D | +0.6% | +13.1% | -12.5% | -1.2% |
| 30D | +9.4% | +19.5% | -10.1% | +6.1% |
| 3M | +19.3% | +2.2% | +17.1% | +17.1% |
| 6M | +47.9% | +94.9% | -47.0% | +29.0% |
| YTD | +39.6% | +127.0% | -87.4% | +17.7% |
| 1Y | +22.2% | +174.6% | -152.4% | -1.1% |
| 3Y | +45.0% | +615.9% | -570.9% | -15.6% |
| All | +1.3% | +122.8% | -121.5% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling