+527.0%
SMTC vs BURL
+89.8%
+437.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.6% | -16.5% |
| 7D | -35.0% | +3.5% | -38.5% | -35.8% |
| 30D | -53.6% | -9.3% | -44.3% | -52.1% |
| 3M | -24.5% | -32.1% | +7.6% | -14.0% |
| 6M | -19.0% | -19.8% | +0.8% | -15.2% |
| YTD | +24.2% | -13.2% | +37.4% | +25.8% |
| 1Y | +35.6% | -7.8% | +43.5% | +32.1% |
| All | +527.0% | +89.8% | +437.2% | +514.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling