+33.7%
BP vs SMTC
+514.4%
-480.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | +0.4% |
| 7D | +3.9% | +12.7% | -8.8% | +3.7% |
| 30D | +7.6% | +22.0% | -14.4% | +7.1% |
| 3M | +0.7% | -12.7% | +13.4% | +0.8% |
| 6M | +15.5% | +64.8% | -49.3% | +13.8% |
| YTD | +30.8% | +100.7% | -69.9% | +28.0% |
| 1Y | +34.3% | +146.9% | -112.6% | +30.1% |
| All | +33.7% | +514.4% | -480.7% | +22.7% |
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