+571.7%
SMTC vs BWA
+72.9%
+498.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +11.3% |
| 7D | +22.9% | +4.3% | +18.7% | +19.3% |
| 30D | +16.6% | -2.9% | +19.5% | +19.3% |
| 3M | +2.4% | -12.4% | +14.8% | +12.6% |
| 6M | +98.3% | +28.6% | +69.7% | +72.3% |
| YTD | +120.7% | +48.2% | +72.5% | +66.2% |
| 1Y | +168.3% | +50.9% | +117.3% | +97.6% |
| 3Y | +571.7% | +72.2% | +499.5% | +299.6% |
| All | +571.7% | +72.9% | +498.8% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling