+530.1%
SMTC vs BRKR
+155.3%
+374.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.1% | -8.7% | +21.8% | +18.0% |
| 30D | +19.5% | -9.9% | +29.3% | +25.3% |
| 3M | +2.2% | -3.1% | +5.3% | -0.3% |
| 6M | +94.9% | +45.5% | +49.4% | +48.3% |
| YTD | +127.0% | +13.7% | +113.3% | +95.3% |
| 1Y | +174.6% | +67.4% | +107.1% | +87.0% |
| 3Y | +615.9% | -13.2% | +629.1% | +572.3% |
| 5Y | +125.6% | -39.5% | +165.1% | +151.1% |
| All | +530.1% | +155.3% | +374.8% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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