+138.9%
PH vs SMTC
+696.5%
-557.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.8% | -8.6% | +2.2% |
| 7D | +3.0% | -4.8% | +7.9% | +3.3% |
| 30D | -0.6% | -37.8% | +37.2% | +6.1% |
| 3M | -10.7% | -16.5% | +5.7% | -10.0% |
| 6M | +9.1% | -4.4% | +13.5% | +5.4% |
| YTD | +9.5% | +58.0% | -48.5% | -4.3% |
| 1Y | +14.0% | +62.0% | -48.0% | -1.1% |
| 3Y | +138.9% | +745.7% | -606.8% | +56.5% |
| All | +138.9% | +696.5% | -557.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling