+114.7%
SMTC vs BG
+88.4%
+26.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | +17.5% | +3.7% | +13.8% | +16.5% |
| 30D | +21.3% | +12.3% | +9.0% | +18.0% |
| 3M | +3.1% | -2.2% | +5.4% | +3.5% |
| 6M | +81.7% | +5.3% | +76.4% | +78.1% |
| YTD | +115.9% | +42.4% | +73.5% | +95.4% |
| 1Y | +157.8% | +55.2% | +102.6% | +126.2% |
| 3Y | +557.3% | +21.0% | +536.3% | +508.1% |
| 5Y | +114.7% | +87.1% | +27.5% | +67.9% |
| All | +114.7% | +88.4% | +26.3% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling