+114.0%
SMTC vs BWA
+88.6%
+25.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +11.2% |
| 7D | +22.9% | +4.3% | +18.7% | +19.5% |
| 30D | +16.6% | -2.9% | +19.5% | +19.1% |
| 3M | +2.4% | -12.4% | +14.8% | +12.3% |
| 6M | +98.3% | +28.6% | +69.7% | +72.0% |
| YTD | +120.7% | +48.2% | +72.5% | +67.8% |
| 1Y | +168.3% | +50.9% | +117.3% | +100.0% |
| 3Y | +571.7% | +72.2% | +499.5% | +338.5% |
| 5Y | +114.0% | +91.1% | +22.9% | +26.5% |
| All | +114.0% | +88.6% | +25.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling