+339.9%
SMTC vs BURL
+247.8%
+92.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.1% |
| 7D | -10.9% | +5.9% | -16.8% | -13.0% |
| 30D | -39.4% | -8.3% | -31.1% | -37.8% |
| 3M | -13.5% | -31.6% | +18.1% | -1.7% |
| 6M | -6.8% | -16.6% | +9.8% | -3.4% |
| YTD | +54.0% | -12.1% | +66.1% | +56.4% |
| 1Y | +50.8% | -10.0% | +60.8% | +50.3% |
| 3Y | +677.3% | +94.3% | +583.0% | +472.3% |
| 5Y | +28.7% | -13.2% | +41.9% | +21.7% |
| 10Y | +339.9% | +252.5% | +87.4% | +161.3% |
| All | +339.9% | +247.8% | +92.1% | +161.3% |
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