+72.2%
BKR vs SMTC
+546.3%
-474.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.7% | -6.4% |
| 7D | -6.7% | +17.5% | -24.2% | -8.2% |
| 30D | -8.3% | +21.3% | -29.7% | -10.5% |
| 3M | -5.4% | +3.1% | -8.5% | -6.7% |
| 6M | +0.8% | +81.7% | -80.9% | -6.8% |
| YTD | +31.8% | +115.9% | -84.1% | +19.5% |
| 1Y | +28.6% | +157.8% | -129.2% | +13.8% |
| All | +72.2% | +546.3% | -474.1% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling