+1,142.1%
SMTC vs SBAC
+2,208.1%
-1,066.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.3% | +9.5% |
| 7D | +12.7% | -0.8% | +13.5% | +12.9% |
| 30D | +22.0% | +6.9% | +15.1% | +20.2% |
| 3M | -12.7% | -8.2% | -4.4% | -11.7% |
| 6M | +64.8% | -1.6% | +66.4% | +63.4% |
| YTD | +100.7% | -0.1% | +100.8% | +97.8% |
| 1Y | +146.9% | -0.5% | +147.4% | +143.2% |
| 3Y | +456.8% | -9.1% | +465.9% | +449.5% |
| 5Y | +89.2% | -43.8% | +133.0% | +105.8% |
| 10Y | +426.9% | +80.5% | +346.3% | +347.0% |
| All | +1,142.1% | +2,208.1% | -1,066.0% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling