+601.8%
SMTC vs BLDR
-56.4%
+658.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +22.5% | -2.7% | +25.2% | +23.4% |
| 30D | +24.9% | -14.7% | +39.6% | +30.7% |
| 3M | +4.1% | -20.8% | +24.9% | +10.7% |
| 6M | +92.6% | -35.3% | +127.9% | +119.6% |
| YTD | +122.5% | -40.3% | +162.8% | +158.3% |
| 1Y | +166.2% | -56.3% | +222.5% | +251.5% |
| All | +601.8% | -56.4% | +658.2% | +716.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling