+120.2%
BKR vs SMTC
+548.2%
-428.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.6% |
| 7D | -7.0% | +13.1% | -20.1% | -9.3% |
| 30D | -8.1% | +19.5% | -27.6% | -12.0% |
| 3M | -6.6% | +2.2% | -8.9% | -9.2% |
| 6M | +0.9% | +94.9% | -94.0% | -15.6% |
| YTD | +31.1% | +127.0% | -95.9% | +5.5% |
| 1Y | +27.7% | +174.6% | -146.9% | -2.6% |
| 3Y | +71.2% | +615.9% | -544.7% | -11.4% |
| 5Y | +177.6% | +125.6% | +52.0% | +94.5% |
| All | +120.2% | +548.2% | -428.1% | +19.0% |
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