+601.4%
SMTC vs BUD
+222.5%
+379.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.1% |
| 7D | -10.9% | +6.0% | -17.0% | -13.7% |
| 30D | -39.4% | +11.3% | -50.7% | -43.2% |
| 3M | -13.5% | +3.6% | -17.1% | -16.9% |
| 6M | -6.8% | +7.7% | -14.5% | -12.9% |
| YTD | +54.0% | +36.4% | +17.6% | +27.6% |
| 1Y | +50.8% | +37.8% | +12.9% | +23.8% |
| 3Y | +677.3% | +51.2% | +626.1% | +492.0% |
| 5Y | +28.7% | +53.4% | -24.7% | -4.5% |
| 10Y | +339.9% | -3.2% | +343.1% | +275.0% |
| All | +601.4% | +222.5% | +379.0% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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