-14.4%
BN vs SMTC
+153.7%
-168.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -5.9% | +17.5% | -23.4% | -7.3% |
| 30D | -15.1% | +21.3% | -36.4% | -17.0% |
| 3M | -14.6% | +3.1% | -17.7% | -15.6% |
| 6M | -8.4% | +81.7% | -90.1% | -19.6% |
| YTD | -16.8% | +115.9% | -132.8% | -29.2% |
| 1Y | -14.4% | +157.8% | -172.2% | -27.7% |
| All | -14.4% | +153.7% | -168.1% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling