+55,169.4%
SMTC vs BWA
+2,626.5%
+52,542.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.6% | +8.7% | +9.5% |
| 7D | +12.9% | +1.7% | +11.1% | +12.9% |
| 30D | -25.6% | -14.6% | -11.0% | -18.4% |
| 3M | -4.5% | -26.2% | +21.7% | +12.9% |
| 6M | -8.3% | -18.4% | +10.1% | +4.1% |
| YTD | +69.9% | +14.7% | +55.3% | +60.6% |
| 1Y | +73.9% | +13.3% | +60.6% | +65.2% |
| 3Y | +757.7% | +64.7% | +693.0% | +585.1% |
| 5Y | +38.7% | +32.2% | +6.6% | +20.8% |
| 10Y | +376.1% | +96.8% | +279.3% | +228.7% |
| All | +55,169.4% | +2,626.5% | +52,542.9% | +11,708.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling