-9.0%
BDX vs SMTC
+565.9%
-574.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -3.6% | +22.5% | -26.0% | -4.0% |
| 30D | +0.7% | +24.9% | -24.2% | +0.1% |
| 3M | +19.0% | +4.1% | +14.9% | +18.6% |
| 6M | +10.8% | +92.6% | -81.8% | +6.9% |
| YTD | +20.1% | +122.5% | -102.3% | +15.0% |
| 1Y | +23.1% | +166.2% | -143.2% | +16.4% |
| All | -9.0% | +565.9% | -574.8% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling