+114.7%
SMTC vs BTG
+75.0%
+39.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.2% |
| 7D | +17.5% | -5.5% | +23.0% | +19.1% |
| 30D | +21.3% | +6.1% | +15.2% | +19.2% |
| 3M | +3.1% | +38.6% | -35.5% | -6.2% |
| 6M | +81.7% | +0.7% | +81.0% | +78.4% |
| YTD | +115.9% | +20.3% | +95.6% | +101.8% |
| 1Y | +157.8% | +25.0% | +132.8% | +136.6% |
| 3Y | +557.3% | +97.3% | +460.0% | +417.4% |
| 5Y | +114.7% | +78.3% | +36.3% | +73.0% |
| All | +114.7% | +75.0% | +39.7% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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