+289.9%
BNY vs SMTC
+579.3%
-289.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.4% |
| 7D | -1.3% | +13.1% | -14.4% | -2.5% |
| 30D | -0.2% | +19.5% | -19.6% | -2.1% |
| 3M | +14.9% | +2.2% | +12.7% | +13.5% |
| 6M | +40.0% | +94.9% | -54.9% | +28.6% |
| YTD | +42.0% | +127.0% | -85.0% | +28.3% |
| 1Y | +56.9% | +174.6% | -117.7% | +38.5% |
| 3Y | +289.9% | +615.9% | -326.1% | +197.1% |
| All | +289.9% | +579.3% | -289.4% | +197.1% |
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