+22.0%
BMY vs SMTC
+565.9%
-543.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -4.8% | +22.5% | -27.3% | -5.1% |
| 30D | -0.7% | +24.9% | -25.6% | -1.1% |
| 3M | +15.3% | +4.1% | +11.3% | +15.0% |
| 6M | +8.5% | +92.6% | -84.0% | +5.8% |
| YTD | +23.4% | +122.5% | -99.0% | +19.8% |
| 1Y | +42.9% | +166.2% | -123.3% | +37.8% |
| All | +22.0% | +565.9% | -543.9% | +5.3% |
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 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