+56.7%
BDX vs SMTC
+548.2%
-491.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.4% |
| 7D | -3.2% | +13.1% | -16.2% | -4.1% |
| 30D | -2.5% | +19.5% | -22.0% | -4.2% |
| 3M | +21.4% | +2.2% | +19.2% | +20.0% |
| 6M | +10.4% | +94.9% | -84.5% | +1.9% |
| YTD | +18.8% | +127.0% | -108.1% | +7.8% |
| 1Y | +21.7% | +174.6% | -152.9% | +7.8% |
| 3Y | -10.0% | +615.9% | -625.9% | -33.6% |
| 5Y | -1.8% | +125.6% | -127.4% | -17.2% |
| All | +56.7% | +548.2% | -491.5% | +2.8% |
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