-16.6%
BX vs SMTC
+154.8%
-171.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.4% |
| 7D | -4.4% | +12.7% | -17.1% | -4.7% |
| 30D | +0.1% | +22.0% | -21.9% | -1.0% |
| 3M | +16.0% | -12.7% | +28.7% | +16.7% |
| 6M | +21.6% | +64.8% | -43.2% | +15.0% |
| YTD | -8.9% | +100.7% | -109.6% | -14.7% |
| 1Y | -16.6% | +146.9% | -163.5% | -19.5% |
| All | -16.6% | +154.8% | -171.4% | -19.5% |
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