+119.0%
SMTC vs BBWI
-68.8%
+187.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +2.9% |
| 7D | +22.5% | -4.4% | +26.9% | +24.1% |
| 30D | +24.9% | -7.4% | +32.3% | +26.7% |
| 3M | +4.1% | -2.2% | +6.3% | +2.1% |
| 6M | +92.6% | -16.3% | +108.9% | +97.6% |
| YTD | +122.5% | -9.1% | +131.6% | +119.0% |
| 1Y | +166.2% | -34.5% | +200.7% | +190.5% |
| 3Y | +577.2% | -47.0% | +624.1% | +670.4% |
| 5Y | +119.0% | -68.8% | +187.8% | +219.6% |
| All | +119.0% | -68.8% | +187.8% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling