+261.1%
SMTC vs BURL
+258.4%
+2.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.6% | -16.4% |
| 7D | -35.0% | +3.5% | -38.5% | -36.0% |
| 30D | -53.6% | -9.3% | -44.3% | -52.2% |
| 3M | -24.5% | -32.1% | +7.6% | -14.0% |
| 6M | -19.0% | -19.8% | +0.8% | -14.8% |
| YTD | +24.2% | -13.2% | +37.4% | +26.6% |
| 1Y | +35.6% | -7.8% | +43.5% | +33.8% |
| 3Y | +521.9% | +89.3% | +432.6% | +362.0% |
| 5Y | +1.5% | -15.8% | +17.3% | -3.0% |
| All | +261.1% | +258.4% | +2.7% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling