+499.6%
SMTC vs BAH
+207.1%
+292.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.8% | -7.8% | -4.3% |
| 7D | +17.5% | +2.4% | +15.1% | +16.6% |
| 30D | +21.3% | -2.9% | +24.3% | +21.8% |
| 3M | +3.1% | -1.3% | +4.5% | +2.3% |
| 6M | +81.7% | -0.9% | +82.6% | +78.6% |
| YTD | +115.9% | -8.2% | +124.2% | +114.5% |
| 1Y | +157.8% | -24.0% | +181.8% | +173.9% |
| 3Y | +557.3% | -28.1% | +585.4% | +574.6% |
| 5Y | +114.7% | +2.5% | +112.2% | +80.3% |
| All | +499.6% | +207.1% | +292.5% | +227.1% |
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 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