+25.7%
SMTC vs BBWI
-67.3%
+93.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -10.9% | -4.2% | -6.7% | -9.7% |
| 30D | -39.4% | +24.9% | -64.3% | -44.3% |
| 3M | -13.5% | +13.2% | -26.8% | -18.9% |
| 6M | -6.8% | +12.1% | -18.9% | -13.8% |
| YTD | +54.0% | +11.1% | +42.9% | +40.2% |
| 1Y | +50.8% | +0.7% | +50.1% | +39.6% |
| 3Y | +677.3% | -23.8% | +701.1% | +671.8% |
| All | +25.7% | -67.3% | +93.0% | +84.3% |
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