+677.3%
SMTC vs BB
+152.5%
+524.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -10.9% | +11.6% | -22.5% | -14.2% |
| 30D | -39.4% | +2.6% | -42.0% | -39.7% |
| 3M | -13.5% | +3.5% | -17.1% | -15.1% |
| 6M | -6.8% | +43.5% | -50.3% | -18.2% |
| YTD | +54.0% | +141.2% | -87.2% | +13.0% |
| 1Y | +50.8% | +97.4% | -46.6% | +17.5% |
| 3Y | +677.3% | +151.1% | +526.2% | +393.9% |
| All | +677.3% | +152.5% | +524.8% | +393.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling