+146.9%
SMTC vs BAH
-28.2%
+175.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +9.0% |
| 7D | +12.7% | -3.2% | +16.0% | +12.2% |
| 30D | +22.0% | +2.0% | +20.0% | +22.1% |
| 3M | -12.7% | -7.6% | -5.0% | -9.7% |
| 6M | +64.8% | -5.7% | +70.4% | +69.8% |
| YTD | +100.7% | -11.7% | +112.4% | +106.7% |
| 1Y | +146.9% | -27.4% | +174.3% | +166.1% |
| All | +146.9% | -28.2% | +175.1% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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