-8.5%
BX vs SMTC
+70.8%
-79.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -12.9% | +19.2% | +6.2% |
| 7D | +8.3% | -24.5% | +32.8% | +8.3% |
| 30D | +13.5% | -42.5% | +56.0% | +14.6% |
| 3M | -7.6% | -14.1% | +6.5% | -8.4% |
| 6M | +4.0% | +3.6% | +0.4% | -0.5% |
| YTD | -15.2% | +50.6% | -65.8% | -23.0% |
| 1Y | -8.5% | +72.2% | -80.7% | -18.0% |
| All | -8.5% | +70.8% | -79.3% | -18.0% |
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