+6,320.2%
BDX vs SMTC
+48,791.7%
-42,471.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.3% |
| 7D | +2.9% | +11.0% | -8.1% | +2.3% |
| 30D | +15.4% | -28.5% | +43.9% | +16.8% |
| 3M | +20.5% | -14.2% | +34.7% | +20.3% |
| 6M | +53.2% | -18.0% | +71.2% | +52.1% |
| YTD | +45.7% | +55.5% | -9.8% | +39.1% |
| 1Y | +47.3% | +69.5% | -22.3% | +39.8% |
| 3Y | +25.1% | +699.7% | -674.6% | +5.9% |
| 5Y | +27.4% | +27.4% | 0.0% | +17.4% |
| 10Y | +95.4% | +335.7% | -240.3% | +66.2% |
| All | +6,320.2% | +48,791.7% | -42,471.5% | +4,476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling