+527.9%
SMTC vs BWA
+142.7%
+385.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.7% |
| 7D | +22.5% | +0.1% | +22.4% | +22.3% |
| 30D | +24.9% | -5.6% | +30.4% | +29.6% |
| 3M | +4.1% | -10.7% | +14.8% | +12.2% |
| 6M | +92.6% | +23.2% | +69.4% | +72.7% |
| YTD | +122.5% | +46.0% | +76.5% | +74.8% |
| 1Y | +166.2% | +51.2% | +115.1% | +103.5% |
| 3Y | +577.2% | +69.6% | +507.6% | +375.6% |
| 5Y | +119.0% | +86.6% | +32.4% | +42.0% |
| 10Y | +527.9% | +152.3% | +375.6% | +231.1% |
| All | +527.9% | +142.7% | +385.2% | +231.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling