+543.3%
SMTC vs BAH
+886.2%
-342.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +9.7% |
| 7D | +12.7% | -3.2% | +16.0% | +13.8% |
| 30D | +22.0% | +2.0% | +20.0% | +20.7% |
| 3M | -12.7% | -7.6% | -5.0% | -11.7% |
| 6M | +64.8% | -5.7% | +70.5% | +63.7% |
| YTD | +100.7% | -11.7% | +112.4% | +101.3% |
| 1Y | +146.9% | -27.4% | +174.3% | +165.1% |
| 3Y | +456.8% | -32.5% | +489.4% | +488.4% |
| 5Y | +89.2% | -3.3% | +92.6% | +67.9% |
| 10Y | +426.9% | +186.0% | +240.9% | +203.9% |
| All | +543.3% | +886.2% | -342.9% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling