+331.5%
SMTC vs BBWI
-45.1%
+376.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -10.9% | -4.2% | -6.7% | -9.9% |
| 30D | -39.4% | +24.9% | -64.3% | -43.3% |
| 3M | -13.5% | +13.2% | -26.8% | -17.8% |
| 6M | -6.8% | +12.1% | -18.9% | -12.2% |
| YTD | +54.0% | +11.1% | +42.9% | +43.7% |
| 1Y | +50.8% | +0.7% | +50.1% | +42.5% |
| 3Y | +677.3% | -23.8% | +701.1% | +678.5% |
| 5Y | +28.7% | -66.9% | +95.7% | +50.7% |
| All | +331.5% | -45.1% | +376.7% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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