+146.9%
SMTC vs BURL
-9.5%
+156.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +8.8% |
| 7D | +12.7% | -2.8% | +15.5% | +13.1% |
| 30D | +22.0% | -28.2% | +50.1% | +27.1% |
| 3M | -12.7% | -17.6% | +4.9% | -11.8% |
| 6M | +64.8% | -11.8% | +76.6% | +64.6% |
| YTD | +100.7% | -8.1% | +108.8% | +99.6% |
| 1Y | +146.9% | -12.0% | +158.8% | +130.6% |
| All | +146.9% | -9.5% | +156.4% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling