+951.7%
SMTC vs SBAC
+2,215.3%
-1,263.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.1% | +10.5% |
| 7D | +12.9% | -2.8% | +15.6% | +13.5% |
| 30D | -25.6% | +3.1% | -28.7% | -26.4% |
| 3M | -4.5% | +5.1% | -9.7% | -6.2% |
| 6M | -8.3% | -11.4% | +3.1% | -7.2% |
| YTD | +69.9% | +0.2% | +69.7% | +66.4% |
| 1Y | +73.9% | -3.9% | +77.8% | +71.9% |
| 3Y | +757.7% | -7.7% | +765.3% | +737.5% |
| 5Y | +38.7% | -39.7% | +78.5% | +47.9% |
| 10Y | +376.1% | +111.9% | +264.2% | +289.3% |
| All | +951.7% | +2,215.3% | -1,263.6% | +291.1% |
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