+29.0%
SMTC vs SBAC
-40.7%
+69.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.5% | +12.3% | +12.7% |
| 7D | -4.8% | +3.0% | -7.8% | -5.4% |
| 30D | -37.8% | +4.3% | -42.1% | -38.5% |
| 3M | -16.5% | +4.1% | -20.6% | -17.5% |
| 6M | -4.4% | -11.6% | +7.2% | -2.4% |
| YTD | +58.0% | +0.4% | +57.7% | +55.2% |
| 1Y | +62.0% | -1.1% | +63.1% | +59.7% |
| 3Y | +745.7% | -7.3% | +752.9% | +715.7% |
| 5Y | +29.0% | -40.8% | +69.8% | +52.0% |
| All | +29.0% | -40.7% | +69.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling