+273.3%
SMTC vs BIYA
-99.8%
+373.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +11.0% | +9.2% |
| 7D | +12.7% | +1.3% | +11.4% | +12.7% |
| 30D | +22.0% | -21.0% | +43.0% | +22.0% |
| 3M | -12.7% | -74.3% | +61.6% | -13.0% |
| 6M | +64.8% | -84.6% | +149.4% | +64.0% |
| YTD | +100.7% | -94.2% | +194.9% | +104.6% |
| 1Y | +146.9% | -98.2% | +245.1% | +163.5% |
| All | +273.3% | -99.8% | +373.0% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling