+35.4%
BX vs SMTC
+698.5%
-663.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.9% |
| 7D | +0.6% | +11.0% | -10.4% | -0.8% |
| 30D | +14.2% | -28.5% | +42.7% | +17.8% |
| 3M | -18.7% | -14.2% | -4.5% | -19.3% |
| 6M | +2.5% | -18.0% | +20.5% | +0.4% |
| YTD | -18.8% | +55.5% | -74.3% | -30.4% |
| 1Y | -10.3% | +69.5% | -79.8% | -24.6% |
| 3Y | +35.4% | +699.7% | -664.3% | -23.8% |
| All | +35.4% | +698.5% | -663.1% | -23.8% |
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