+530.1%
SMTC vs BG
+166.7%
+363.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.7% |
| 7D | +13.1% | +3.1% | +10.0% | +11.9% |
| 30D | +19.5% | +10.2% | +9.2% | +15.1% |
| 3M | +2.2% | -1.7% | +3.9% | +2.4% |
| 6M | +94.9% | +1.0% | +93.9% | +91.9% |
| YTD | +127.0% | +39.9% | +87.0% | +96.2% |
| 1Y | +174.6% | +53.2% | +121.3% | +126.7% |
| 3Y | +615.9% | +16.3% | +599.7% | +545.2% |
| 5Y | +125.6% | +83.9% | +41.7% | +58.6% |
| All | +530.1% | +166.7% | +363.5% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling