+340.7%
SMTC vs SBAC
+114.8%
+225.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.5% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | -28.5% | +5.5% | -34.0% | -30.0% |
| 3M | -14.2% | +3.1% | -17.3% | -15.8% |
| 6M | -18.0% | -7.0% | -11.0% | -17.6% |
| YTD | +55.5% | +0.5% | +55.0% | +50.5% |
| 1Y | +69.5% | +0.2% | +69.3% | +64.2% |
| 3Y | +699.7% | -7.4% | +707.0% | +662.2% |
| 5Y | +27.4% | -39.7% | +67.1% | +45.0% |
| All | +340.7% | +114.8% | +225.9% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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