+662.0%
PBR vs SMTC
+548.2%
+113.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.8% |
| 7D | +5.4% | +13.1% | -7.7% | +2.9% |
| 30D | +22.9% | +19.5% | +3.4% | +18.0% |
| 3M | +19.6% | +2.2% | +17.4% | +16.5% |
| 6M | +16.5% | +94.9% | -78.4% | -2.6% |
| YTD | +86.7% | +127.0% | -40.3% | +50.0% |
| 1Y | +74.7% | +174.6% | -99.9% | +33.0% |
| 3Y | +102.6% | +615.9% | -513.4% | 0.0% |
| 5Y | +566.6% | +125.6% | +441.0% | +363.6% |
| All | +662.0% | +548.2% | +113.8% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling