+12,790.5%
BLK vs SMTC
+795.2%
+11,995.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | +22.5% | -25.1% | -7.1% |
| 30D | -4.8% | +24.9% | -29.6% | -10.3% |
| 3M | +6.5% | +4.1% | +2.4% | +2.2% |
| 6M | +13.1% | +92.6% | -79.4% | -7.4% |
| YTD | +1.8% | +122.5% | -120.7% | -19.8% |
| 1Y | -1.0% | +166.2% | -167.2% | -26.0% |
| 3Y | +66.0% | +577.2% | -511.2% | -12.9% |
| 5Y | +31.2% | +119.0% | -87.7% | -12.8% |
| 10Y | +278.5% | +527.9% | -249.4% | +86.2% |
| All | +12,790.5% | +795.2% | +11,995.2% | +4,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling