+572.2%
PBR vs SMTC
+112.1%
+460.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.3% |
| 7D | +4.2% | +17.5% | -13.3% | +3.2% |
| 30D | +22.7% | +21.3% | +1.4% | +21.1% |
| 3M | +21.5% | +3.1% | +18.4% | +20.5% |
| 6M | +24.0% | +81.7% | -57.7% | +17.6% |
| YTD | +88.2% | +115.9% | -27.7% | +75.9% |
| 1Y | +74.8% | +157.8% | -83.0% | +60.5% |
| 3Y | +105.1% | +557.3% | -452.2% | +65.5% |
| 5Y | +572.2% | +114.7% | +457.6% | +492.8% |
| All | +572.2% | +112.1% | +460.1% | +492.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling