+297.3%
SMTC vs BG
+1,192.5%
-895.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.2% |
| 7D | +17.5% | +3.7% | +13.8% | +16.3% |
| 30D | +21.3% | +12.3% | +9.0% | +17.2% |
| 3M | +3.1% | -2.2% | +5.4% | +3.5% |
| 6M | +81.7% | +5.3% | +76.4% | +77.4% |
| YTD | +115.9% | +42.4% | +73.5% | +92.4% |
| 1Y | +157.8% | +55.2% | +102.6% | +122.4% |
| 3Y | +557.3% | +21.0% | +536.3% | +499.7% |
| 5Y | +114.7% | +87.1% | +27.5% | +68.5% |
| 10Y | +509.5% | +169.8% | +339.6% | +313.2% |
| All | +297.3% | +1,192.5% | -895.1% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling