+18.8%
BX vs SMTC
+116.8%
-98.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -5.7% | +22.5% | -28.1% | -10.0% |
| 30D | -8.9% | +24.9% | -33.8% | -14.3% |
| 3M | +8.4% | +4.1% | +4.3% | +4.1% |
| 6M | +18.9% | +92.6% | -73.6% | -4.9% |
| YTD | -13.6% | +122.5% | -136.1% | -33.9% |
| 1Y | -22.4% | +166.2% | -188.7% | -44.4% |
| 3Y | +26.0% | +577.2% | -551.1% | -45.1% |
| 5Y | +18.8% | +119.0% | -100.2% | -7.2% |
| All | +18.8% | +116.8% | -98.0% | -7.2% |
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