+696.2%
SMTC vs BTSG
+416.6%
+279.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +22.5% | +2.9% | +19.6% | +21.1% |
| 30D | +24.9% | +0.9% | +24.0% | +24.4% |
| 3M | +4.1% | +1.6% | +2.5% | +2.0% |
| 6M | +92.6% | +46.8% | +45.8% | +61.5% |
| YTD | +122.5% | +65.5% | +56.9% | +77.6% |
| 1Y | +166.2% | +136.2% | +30.0% | +84.8% |
| All | +696.2% | +416.6% | +279.6% | +310.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling