+72.2%
SMTC vs BURL
-4.6%
+76.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.7% | -20.6% | -13.1% |
| 7D | -24.5% | +10.4% | -34.9% | -24.8% |
| 30D | -42.5% | -4.9% | -37.5% | -41.7% |
| 3M | -14.1% | -29.8% | +15.7% | -10.3% |
| 6M | +3.6% | -16.5% | +20.1% | +3.4% |
| YTD | +50.6% | -10.5% | +61.1% | +51.0% |
| 1Y | +72.2% | -5.3% | +77.6% | +71.2% |
| All | +72.2% | -4.6% | +76.8% | +71.2% |
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