+313.8%
SMTC vs BIYA
-99.8%
+413.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.8% |
| 7D | +22.5% | +2.7% | +19.7% | +22.5% |
| 30D | +24.9% | -16.7% | +41.6% | +24.9% |
| 3M | +4.1% | -74.6% | +78.7% | +3.7% |
| 6M | +92.6% | -85.4% | +177.9% | +92.1% |
| YTD | +122.5% | -94.2% | +216.7% | +126.8% |
| 1Y | +166.2% | -98.6% | +264.8% | +188.4% |
| All | +313.8% | -99.8% | +413.5% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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