+209.9%
BKNG vs SMTC
+516.8%
-306.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.1% |
| 7D | -10.7% | +17.5% | -28.2% | -13.7% |
| 30D | -18.1% | +21.3% | -39.4% | -22.2% |
| 3M | +8.5% | +3.1% | +5.4% | +4.1% |
| 6M | -0.1% | +81.7% | -81.8% | -17.8% |
| YTD | -18.2% | +115.9% | -134.2% | -35.9% |
| 1Y | -19.9% | +157.8% | -177.7% | -40.7% |
| 3Y | +41.6% | +557.3% | -515.7% | -32.5% |
| 5Y | +93.1% | +114.7% | -21.6% | +29.8% |
| All | +209.9% | +516.8% | -306.9% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling