+911.5%
BE vs SMTC
+200.6%
+710.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.2% | -1.9% | +2.5% |
| 7D | +20.0% | +12.7% | +7.2% | +12.7% |
| 30D | +7.9% | +22.0% | -14.1% | -4.5% |
| 3M | -13.2% | -12.7% | -0.5% | -7.2% |
| 6M | +53.5% | +64.8% | -11.3% | +16.9% |
| YTD | +191.0% | +100.7% | +90.3% | +100.6% |
| 1Y | +360.5% | +146.9% | +213.6% | +193.6% |
| 3Y | +1,568.0% | +456.8% | +1,111.2% | +431.7% |
| 5Y | +1,055.2% | +89.2% | +965.9% | +599.4% |
| All | +911.5% | +200.6% | +710.9% | +360.3% |
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 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