+75.6%
BN vs SMTC
+556.3%
-480.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.0% | -12.5% | -4.2% |
| 7D | -1.2% | +22.9% | -24.1% | -4.6% |
| 30D | -10.9% | +16.6% | -27.6% | -13.8% |
| 3M | -11.1% | +2.4% | -13.5% | -13.2% |
| 6M | -4.4% | +98.3% | -102.6% | -19.0% |
| YTD | -14.1% | +120.7% | -134.8% | -29.0% |
| 1Y | -11.1% | +168.3% | -179.3% | -29.7% |
| 3Y | +75.6% | +571.7% | -496.2% | +3.0% |
| All | +75.6% | +556.3% | -480.7% | +3.0% |
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