+72.2%
SMTC vs BAH
+6.2%
+66.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.5% | -14.4% | -12.4% |
| 7D | -24.5% | +5.8% | -30.3% | -22.9% |
| 30D | -42.5% | +28.7% | -71.2% | -37.5% |
| 3M | -14.1% | +20.9% | -35.0% | -8.2% |
| 6M | +3.6% | +15.2% | -11.6% | +14.8% |
| YTD | +50.6% | +7.1% | +43.5% | +64.4% |
| 1Y | +72.2% | +6.4% | +65.9% | +86.0% |
| All | +72.2% | +6.2% | +66.1% | +86.0% |
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