+72.2%
SMTC vs BWA
+17.4%
+54.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.5% | -10.4% | -11.2% |
| 7D | -24.5% | -9.9% | -14.6% | -18.7% |
| 30D | -42.5% | -16.4% | -26.1% | -34.7% |
| 3M | -14.1% | -19.8% | +5.7% | +0.2% |
| 6M | +3.6% | -10.0% | +13.6% | +20.4% |
| YTD | +50.6% | +12.7% | +37.8% | +57.0% |
| 1Y | +72.2% | +15.7% | +56.6% | +78.9% |
| All | +72.2% | +17.4% | +54.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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