+61.0%
BMY vs SMTC
+516.8%
-455.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -6.4% | +17.5% | -23.9% | -7.4% |
| 30D | +0.2% | +21.3% | -21.1% | -1.4% |
| 3M | +16.0% | +3.1% | +12.8% | +14.7% |
| 6M | +8.3% | +81.7% | -73.4% | +1.9% |
| YTD | +22.2% | +115.9% | -93.8% | +13.1% |
| 1Y | +41.7% | +157.8% | -116.1% | +28.9% |
| 3Y | +20.7% | +557.3% | -536.6% | -5.9% |
| 5Y | +23.9% | +114.7% | -90.7% | +9.2% |
| All | +61.0% | +516.8% | -455.8% | +9.9% |
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 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