+661.1%
BX vs SMTC
+548.2%
+112.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.1% |
| 7D | -5.6% | +13.1% | -18.7% | -8.8% |
| 30D | -12.2% | +19.5% | -31.7% | -17.4% |
| 3M | +7.4% | +2.2% | +5.2% | +2.7% |
| 6M | +22.2% | +94.9% | -72.7% | -6.1% |
| YTD | -14.0% | +127.0% | -141.0% | -37.3% |
| 1Y | -27.3% | +174.6% | -201.9% | -50.9% |
| 3Y | +24.5% | +615.9% | -591.4% | -50.3% |
| 5Y | +18.9% | +125.6% | -106.7% | -28.5% |
| All | +661.1% | +548.2% | +112.8% | +210.4% |
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