+40.9%
BP vs SMTC
+168.8%
-127.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +4.0% | +22.5% | -18.5% | +4.4% |
| 30D | +7.8% | +24.9% | -17.0% | +8.4% |
| 3M | +8.4% | +4.1% | +4.3% | +8.8% |
| 6M | +15.1% | +92.6% | -77.5% | +19.5% |
| YTD | +36.4% | +122.5% | -86.1% | +42.3% |
| 1Y | +40.9% | +166.2% | -125.3% | +48.2% |
| All | +40.9% | +168.8% | -127.9% | +48.2% |
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