+339.9%
SMTC vs BAH
+210.6%
+129.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | -10.9% | +0.5% | -11.4% | -11.3% |
| 30D | -39.4% | +18.2% | -57.6% | -42.4% |
| 3M | -13.5% | +13.1% | -26.6% | -17.5% |
| 6M | -6.8% | +15.2% | -22.0% | -12.8% |
| YTD | +54.0% | +6.0% | +48.0% | +45.7% |
| 1Y | +50.8% | +3.1% | +47.7% | +44.0% |
| 3Y | +677.3% | -26.2% | +703.5% | +703.4% |
| 5Y | +28.7% | +9.3% | +19.4% | +7.4% |
| 10Y | +339.9% | +212.3% | +127.6% | +140.2% |
| All | +339.9% | +210.6% | +129.3% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling