+1,021.5%
SMTC vs BTG
+378.0%
+643.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.9% | +12.8% | +10.2% |
| 7D | +22.9% | +4.8% | +18.1% | +22.4% |
| 30D | +16.6% | +8.3% | +8.3% | +15.8% |
| 3M | +2.4% | +32.3% | -29.9% | -0.3% |
| 6M | +98.3% | +3.0% | +95.3% | +96.9% |
| YTD | +120.7% | +21.9% | +98.8% | +115.9% |
| 1Y | +168.3% | +28.2% | +140.1% | +161.0% |
| 3Y | +571.7% | +99.9% | +471.8% | +526.8% |
| 5Y | +114.0% | +73.6% | +40.4% | +100.4% |
| 10Y | +497.0% | +136.5% | +360.5% | +440.7% |
| All | +1,021.5% | +378.0% | +643.5% | +839.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling