+81.0%
BSX vs SMTC
+548.2%
-467.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.0% |
| 7D | -10.1% | +13.1% | -23.2% | -11.7% |
| 30D | -16.4% | +19.5% | -35.9% | -19.0% |
| 3M | -8.9% | +2.2% | -11.1% | -10.9% |
| 6M | -38.3% | +94.9% | -133.1% | -46.2% |
| YTD | -54.9% | +127.0% | -181.9% | -61.8% |
| 1Y | -58.8% | +174.6% | -233.4% | -66.5% |
| 3Y | -21.2% | +615.9% | -637.1% | -52.7% |
| 5Y | -3.3% | +125.6% | -128.9% | -25.4% |
| All | +81.0% | +548.2% | -467.2% | +2.1% |
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 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