+668.0%
BE vs SMTC
+132.9%
+535.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.9% | -2.7% |
| 7D | +10.8% | +11.0% | -0.2% | +5.2% |
| 30D | -19.8% | -28.5% | +8.7% | -4.4% |
| 3M | -18.7% | -14.2% | -4.5% | -13.2% |
| 6M | -33.7% | -18.0% | -15.7% | -26.9% |
| YTD | +121.0% | +55.5% | +65.5% | +73.6% |
| 1Y | +85.4% | +69.5% | +15.9% | +41.4% |
| 3Y | +1,709.5% | +699.7% | +1,009.9% | +366.4% |
| 5Y | +462.2% | +27.4% | +434.8% | +323.2% |
| All | +668.0% | +132.9% | +535.1% | +298.3% |
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