+692.0%
SMTC vs BBWI
-23.0%
+715.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -10.9% | -4.2% | -6.7% | -9.8% |
| 30D | -39.4% | +24.9% | -64.3% | -43.7% |
| 3M | -13.5% | +13.2% | -26.8% | -18.2% |
| 6M | -6.8% | +12.1% | -18.9% | -13.1% |
| YTD | +54.0% | +11.1% | +42.9% | +41.4% |
| 1Y | +50.8% | +0.7% | +50.1% | +41.1% |
| All | +692.0% | -23.0% | +715.0% | +763.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling