+331.5%
SMTC vs SBAC
+111.4%
+220.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -10.9% | +3.6% | -14.6% | -12.1% |
| 30D | -39.4% | +4.9% | -44.3% | -40.6% |
| 3M | -13.5% | +6.5% | -20.0% | -16.0% |
| 6M | -6.8% | -11.1% | +4.3% | -4.9% |
| YTD | +54.0% | +0.9% | +53.1% | +48.9% |
| 1Y | +50.8% | -1.6% | +52.3% | +47.1% |
| 3Y | +677.3% | -7.0% | +684.3% | +640.3% |
| 5Y | +28.7% | -39.2% | +68.0% | +46.2% |
| All | +331.5% | +111.4% | +220.1% | +265.7% |
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