+133.9%
BP vs SMTC
+504.7%
-370.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +4.0% | +22.5% | -18.5% | +1.2% |
| 30D | +7.8% | +24.9% | -17.0% | +4.2% |
| 3M | +8.4% | +4.1% | +4.3% | +6.1% |
| 6M | +15.1% | +92.6% | -77.5% | +1.6% |
| YTD | +36.4% | +122.5% | -86.1% | +17.3% |
| 1Y | +40.9% | +166.2% | -125.3% | +16.7% |
| 3Y | +38.8% | +577.2% | -538.3% | -16.2% |
| 5Y | +141.1% | +119.0% | +22.1% | +86.8% |
| 10Y | +133.9% | +527.9% | -394.0% | +30.9% |
| All | +133.9% | +504.7% | -370.8% | +30.9% |
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