+114.7%
SMTC vs BLDR
+7.7%
+106.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.4% |
| 7D | +17.5% | -8.1% | +25.6% | +21.2% |
| 30D | +21.3% | -21.5% | +42.8% | +32.1% |
| 3M | +3.1% | -21.0% | +24.1% | +10.4% |
| 6M | +81.7% | -37.1% | +118.7% | +111.8% |
| YTD | +115.9% | -42.7% | +158.6% | +158.3% |
| 1Y | +157.8% | -58.0% | +215.8% | +251.4% |
| 3Y | +557.3% | -57.8% | +615.1% | +729.8% |
| 5Y | +114.7% | +10.3% | +104.4% | +72.5% |
| All | +114.7% | +7.7% | +106.9% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling