+998.5%
PAAS vs SMTC
+4,829.4%
-3,830.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.7% | -11.3% | +0.2% |
| 7D | +8.4% | -19.0% | +27.4% | +10.2% |
| 30D | -7.2% | -46.7% | +39.6% | -1.7% |
| 3M | -14.0% | -23.4% | +9.4% | -12.7% |
| 6M | -26.8% | -13.4% | -13.3% | -27.1% |
| YTD | -19.8% | +40.1% | -59.8% | -24.2% |
| 1Y | +22.8% | +47.7% | -24.8% | +15.5% |
| 3Y | +183.6% | +606.9% | -423.3% | +120.8% |
| 5Y | +73.8% | +14.4% | +59.4% | +55.5% |
| 10Y | +185.6% | +322.5% | -136.9% | +123.7% |
| All | +998.5% | +4,829.4% | -3,830.9% | +661.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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