+264.7%
BN vs SMTC
+504.7%
-240.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -3.0% | +22.5% | -25.5% | -7.6% |
| 30D | -13.0% | +24.9% | -37.9% | -18.3% |
| 3M | -15.2% | +4.1% | -19.3% | -18.7% |
| 6M | -5.9% | +92.6% | -98.5% | -24.3% |
| YTD | -15.8% | +122.5% | -138.3% | -35.0% |
| 1Y | -12.2% | +166.2% | -178.4% | -36.0% |
| 3Y | +72.2% | +577.2% | -505.0% | -16.6% |
| 5Y | +33.2% | +119.0% | -85.8% | -13.1% |
| 10Y | +264.7% | +527.9% | -263.2% | +76.4% |
| All | +264.7% | +504.7% | -240.0% | +76.4% |
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