+50,861.1%
SMTC vs BBWI
+1,125.9%
+49,735.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.8% |
| 7D | +30.5% | -4.5% | +35.0% | +32.2% |
| 30D | -30.9% | +17.1% | -48.0% | -34.7% |
| 3M | -14.7% | +17.5% | -32.2% | -20.3% |
| 6M | -9.6% | +12.8% | -22.4% | -15.7% |
| YTD | +62.1% | +8.2% | +53.9% | +50.8% |
| 1Y | +66.6% | -1.8% | +68.4% | +57.0% |
| 3Y | +718.1% | -25.8% | +743.8% | +718.0% |
| 5Y | +32.8% | -68.0% | +100.8% | +62.8% |
| 10Y | +354.1% | -47.6% | +401.7% | +300.2% |
| All | +50,861.1% | +1,125.9% | +49,735.1% | +17,452.9% |
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