-1.0%
BX vs SMTC
+31.7%
-32.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.0% |
| 7D | -1.1% | +30.5% | -31.5% | -6.4% |
| 30D | +8.8% | -30.9% | +39.7% | +15.1% |
| 3M | -18.3% | -14.7% | -3.6% | -19.0% |
| 6M | -1.5% | -9.6% | +8.0% | -6.8% |
| YTD | -19.9% | +62.1% | -82.0% | -36.4% |
| 1Y | -14.5% | +66.6% | -81.1% | -32.9% |
| 3Y | +32.3% | +718.1% | -685.8% | -50.8% |
| All | -1.0% | +31.7% | -32.6% | -10.7% |
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