+530.1%
SMTC vs BR
+189.7%
+340.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +13.1% | -3.0% | +16.1% | +14.8% |
| 30D | +19.5% | -0.3% | +19.8% | +18.2% |
| 3M | +2.2% | +17.3% | -15.1% | -10.5% |
| 6M | +94.9% | -6.7% | +101.6% | +95.8% |
| YTD | +127.0% | -23.4% | +150.4% | +158.1% |
| 1Y | +174.6% | -32.7% | +207.2% | +242.0% |
| 3Y | +615.9% | -5.9% | +621.8% | +588.6% |
| 5Y | +125.6% | +8.4% | +117.2% | +89.6% |
| All | +530.1% | +189.7% | +340.5% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling