+1,880.1%
SMTC vs BB
+258.8%
+1,621.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +12.7% | -5.6% | +18.4% | +14.4% |
| 30D | +22.0% | -11.8% | +33.8% | +25.9% |
| 3M | -12.7% | -25.5% | +12.9% | -6.2% |
| 6M | +64.8% | +121.3% | -56.5% | +32.3% |
| YTD | +100.7% | +103.2% | -2.5% | +64.5% |
| 1Y | +146.9% | +102.6% | +44.3% | +100.7% |
| 3Y | +456.8% | +37.5% | +419.3% | +373.0% |
| 5Y | +89.2% | -30.4% | +119.7% | +83.5% |
| 10Y | +426.9% | 0.0% | +426.9% | +268.5% |
| All | +1,880.1% | +258.8% | +1,621.3% | +437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling