-13.6%
BKNG vs SMTC
+70.8%
-84.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -12.9% | +22.7% | +8.7% |
| 7D | +15.6% | -24.5% | +40.1% | +13.2% |
| 30D | +8.0% | -42.5% | +50.4% | +4.4% |
| 3M | -11.8% | -14.1% | +2.3% | -12.3% |
| 6M | +3.8% | +3.6% | +0.2% | +0.5% |
| YTD | -19.6% | +50.6% | -70.2% | -25.7% |
| 1Y | -13.6% | +72.2% | -85.8% | -22.3% |
| All | -13.6% | +70.8% | -84.4% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling