+72.2%
SMTC vs BLDR
-38.1%
+110.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +9.3% | -22.2% | -12.3% |
| 7D | -24.5% | +24.4% | -48.9% | -24.1% |
| 30D | -42.5% | +24.9% | -67.4% | -42.0% |
| 3M | -14.1% | -7.8% | -6.3% | -10.5% |
| 6M | +3.6% | -5.8% | +9.4% | +7.3% |
| YTD | +50.6% | -32.5% | +83.0% | +64.1% |
| 1Y | +72.2% | -36.7% | +108.9% | +88.3% |
| All | +72.2% | -38.1% | +110.3% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling