+302.3%
BN vs SMTC
+382.5%
-80.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -3.0% |
| 7D | -2.4% | +12.9% | -15.3% | -5.6% |
| 30D | +13.5% | -25.6% | +39.1% | +18.6% |
| 3M | -5.9% | -4.5% | -1.4% | -9.0% |
| 6M | -8.9% | -8.3% | -0.6% | -13.7% |
| YTD | -7.9% | +69.9% | -77.8% | -26.7% |
| 1Y | -8.3% | +73.9% | -82.2% | -27.8% |
| 3Y | +100.8% | +757.7% | -656.9% | -12.8% |
| 5Y | +38.2% | +38.7% | -0.5% | -1.5% |
| 10Y | +302.3% | +376.1% | -73.8% | +115.2% |
| All | +302.3% | +382.5% | -80.2% | +115.2% |
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