+530.1%
SMTC vs BB
+1.6%
+528.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.6% |
| 7D | +13.1% | -0.4% | +13.5% | +13.3% |
| 30D | +19.5% | -12.5% | +32.0% | +23.7% |
| 3M | +2.2% | -17.4% | +19.7% | +7.0% |
| 6M | +94.9% | +119.1% | -24.3% | +57.1% |
| YTD | +127.0% | +102.4% | +24.6% | +86.5% |
| 1Y | +174.6% | +98.2% | +76.4% | +124.9% |
| 3Y | +615.9% | +46.9% | +569.0% | +498.5% |
| 5Y | +125.6% | -26.4% | +152.0% | +109.8% |
| All | +530.1% | +1.6% | +528.6% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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