+16.5%
BTDR vs SMTC
+112.1%
-95.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.5% |
| 7D | -3.2% | +17.5% | -20.7% | -8.6% |
| 30D | +32.7% | +21.3% | +11.4% | +22.8% |
| 3M | -28.4% | +3.1% | -31.5% | -30.4% |
| 6M | +51.7% | +81.7% | -30.0% | +22.0% |
| YTD | +2.9% | +115.9% | -113.1% | -21.9% |
| 1Y | -15.5% | +157.8% | -173.3% | -39.0% |
| 3Y | 0.0% | +557.3% | -557.3% | -47.0% |
| 5Y | +16.5% | +114.7% | -98.2% | -38.1% |
| All | +16.5% | +112.1% | -95.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling