+242.7%
SMTC vs BURL
+970.5%
-727.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.6% | +14.3% | +13.3% |
| 7D | -19.0% | +4.1% | -23.1% | -20.4% |
| 30D | -46.7% | -9.5% | -37.3% | -45.3% |
| 3M | -23.4% | -33.5% | +10.1% | -13.3% |
| 6M | -13.4% | -22.1% | +8.7% | -8.4% |
| YTD | +40.1% | -14.6% | +54.6% | +43.4% |
| 1Y | +47.7% | -8.4% | +56.0% | +46.3% |
| 3Y | +606.9% | +86.6% | +520.4% | +445.9% |
| 5Y | +14.4% | -17.2% | +31.5% | +9.8% |
| 10Y | +322.5% | +256.4% | +66.1% | +168.8% |
| All | +242.7% | +970.5% | -727.9% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling