+34.3%
BP vs SMTC
+154.8%
-120.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | +0.7% |
| 7D | +3.9% | +12.7% | -8.8% | +4.2% |
| 30D | +7.6% | +22.0% | -14.4% | +8.1% |
| 3M | +0.7% | -12.7% | +13.4% | +0.6% |
| 6M | +15.5% | +64.8% | -49.3% | +19.6% |
| YTD | +30.8% | +100.7% | -69.9% | +36.3% |
| 1Y | +34.3% | +146.9% | -112.6% | +40.1% |
| All | +34.3% | +154.8% | -120.4% | +40.1% |
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 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