+127.0%
BP vs SMTC
+334.8%
-207.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -6.3% | -10.9% | +4.6% | -5.4% |
| 30D | -3.6% | -39.4% | +35.8% | +1.5% |
| 3M | +5.2% | -13.5% | +18.8% | +4.9% |
| 6M | +5.3% | -6.8% | +12.1% | +2.1% |
| YTD | +33.1% | +54.0% | -20.9% | +18.2% |
| 1Y | +26.3% | +50.8% | -24.5% | +12.0% |
| 3Y | +47.5% | +677.3% | -629.8% | -17.5% |
| 5Y | +106.2% | +28.7% | +77.4% | +74.3% |
| 10Y | +127.0% | +339.9% | -212.9% | +43.9% |
| All | +127.0% | +334.8% | -207.9% | +43.9% |
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