+571.7%
SMTC vs SBAC
-9.5%
+581.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.0% |
| 7D | +22.9% | -0.1% | +23.0% | +22.9% |
| 30D | +16.6% | +3.2% | +13.4% | +16.5% |
| 3M | +2.4% | -5.1% | +7.5% | +3.0% |
| 6M | +98.3% | -2.1% | +100.4% | +98.0% |
| YTD | +120.7% | -0.5% | +121.2% | +120.3% |
| 1Y | +168.3% | +1.1% | +167.1% | +167.2% |
| 3Y | +571.7% | -7.4% | +579.1% | +527.6% |
| All | +571.7% | -9.5% | +581.2% | +527.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling