+797.8%
PH vs SMTC
+548.2%
+249.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.4% |
| 7D | -1.3% | +13.1% | -14.4% | -4.6% |
| 30D | -11.0% | +19.5% | -30.4% | -15.9% |
| 3M | +5.5% | +2.2% | +3.3% | +1.8% |
| 6M | +1.5% | +94.9% | -93.4% | -20.3% |
| YTD | +8.8% | +127.0% | -118.2% | -18.7% |
| 1Y | +24.5% | +174.6% | -150.1% | -13.2% |
| 3Y | +141.2% | +615.9% | -474.8% | +3.0% |
| 5Y | +256.3% | +125.6% | +130.7% | +123.3% |
| All | +797.8% | +548.2% | +249.6% | +260.9% |
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