+26.8%
PH vs SMTC
+168.8%
-142.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | 0.0% | +22.5% | -22.5% | -2.6% |
| 30D | -10.3% | +24.9% | -35.2% | -13.2% |
| 3M | +5.1% | +4.1% | +1.0% | +2.9% |
| 6M | +2.3% | +92.6% | -90.3% | -9.4% |
| YTD | +8.7% | +122.5% | -113.8% | -6.0% |
| 1Y | +26.8% | +166.2% | -139.5% | +7.7% |
| All | +26.8% | +168.8% | -142.0% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling