-2.6%
BDX vs SMTC
+112.1%
-114.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.8% |
| 7D | -5.4% | +17.5% | -22.9% | -5.9% |
| 30D | -2.2% | +21.3% | -23.5% | -2.9% |
| 3M | +20.1% | +3.1% | +16.9% | +19.5% |
| 6M | +9.1% | +81.7% | -72.6% | +5.0% |
| YTD | +17.9% | +115.9% | -98.1% | +12.4% |
| 1Y | +22.1% | +157.8% | -135.8% | +15.0% |
| 3Y | -10.5% | +557.3% | -567.8% | -23.6% |
| 5Y | -2.6% | +114.7% | -117.3% | -15.5% |
| All | -2.6% | +112.1% | -114.7% | -15.5% |
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