+695.9%
PH vs SMTC
+333.2%
+362.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +1.0% |
| 7D | +4.3% | +11.0% | -6.7% | +1.3% |
| 30D | +0.1% | -28.5% | +28.6% | +7.3% |
| 3M | -9.4% | -14.2% | +4.8% | -9.3% |
| 6M | +8.8% | -18.0% | +26.8% | +6.9% |
| YTD | +9.6% | +55.5% | -45.9% | -12.0% |
| 1Y | +14.4% | +69.5% | -55.1% | -10.9% |
| 3Y | +134.5% | +699.7% | -565.1% | -8.1% |
| 5Y | +204.4% | +27.4% | +177.0% | +123.4% |
| All | +695.9% | +333.2% | +362.6% | +269.4% |
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