+65.9%
BLK vs SMTC
+579.3%
-513.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.1% |
| 7D | -3.3% | +13.1% | -16.4% | -4.6% |
| 30D | -6.5% | +19.5% | -26.0% | -8.7% |
| 3M | +6.7% | +2.2% | +4.5% | +5.2% |
| 6M | +14.7% | +94.9% | -80.1% | +2.8% |
| YTD | +2.5% | +127.0% | -124.4% | -10.2% |
| 1Y | -2.8% | +174.6% | -177.3% | -17.4% |
| 3Y | +65.9% | +615.9% | -550.1% | +13.9% |
| All | +65.9% | +579.3% | -513.4% | +13.9% |
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 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