+275.1%
BLK vs SMTC
+548.2%
-273.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.6% |
| 7D | -3.3% | +13.1% | -16.4% | -5.9% |
| 30D | -6.5% | +19.5% | -26.0% | -10.9% |
| 3M | +6.7% | +2.2% | +4.5% | +3.2% |
| 6M | +14.7% | +94.9% | -80.1% | -6.7% |
| YTD | +2.5% | +127.0% | -124.4% | -20.0% |
| 1Y | -2.8% | +174.6% | -177.3% | -28.5% |
| 3Y | +65.9% | +615.9% | -550.1% | -20.5% |
| 5Y | +33.0% | +125.6% | -92.6% | -11.1% |
| All | +275.1% | +548.2% | -273.1% | +66.4% |
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