+10.8%
BTDR vs SMTC
+546.3%
-535.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.2% |
| 7D | -3.2% | +17.5% | -20.7% | -10.0% |
| 30D | +32.7% | +21.3% | +11.4% | +20.2% |
| 3M | -28.4% | +3.1% | -31.5% | -31.1% |
| 6M | +51.7% | +81.7% | -30.0% | +13.6% |
| YTD | +2.9% | +115.9% | -113.1% | -28.8% |
| 1Y | -15.5% | +157.8% | -173.3% | -45.5% |
| All | +10.8% | +546.3% | -535.6% | -60.9% |
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 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