+712.2%
SMTC vs BTSG
+389.4%
+322.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.5% |
| 7D | +13.1% | -3.3% | +16.4% | +14.7% |
| 30D | +19.5% | -1.6% | +21.0% | +20.3% |
| 3M | +2.2% | -6.9% | +9.1% | +3.7% |
| 6M | +94.9% | +42.1% | +52.8% | +65.6% |
| YTD | +127.0% | +56.8% | +70.1% | +85.1% |
| 1Y | +174.6% | +109.8% | +64.7% | +99.7% |
| All | +712.2% | +389.4% | +322.8% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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