+48,791.7%
SMTC vs BBWI
+1,144.0%
+47,647.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.5% |
| 7D | +11.0% | +0.1% | +10.9% | +11.1% |
| 30D | -28.5% | +12.9% | -41.4% | -31.6% |
| 3M | -14.2% | +16.0% | -30.2% | -19.5% |
| 6M | -18.0% | +16.6% | -34.6% | -24.3% |
| YTD | +55.5% | +9.7% | +45.8% | +44.0% |
| 1Y | +69.5% | +1.5% | +68.0% | +58.1% |
| 3Y | +699.7% | -21.4% | +721.0% | +686.1% |
| 5Y | +27.4% | -67.6% | +95.0% | +55.5% |
| 10Y | +335.7% | -46.8% | +382.5% | +282.2% |
| All | +48,791.7% | +1,144.0% | +47,647.8% | +16,665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling