+253.6%
PH vs SMTC
+91.8%
+161.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.2% | -9.4% | -1.9% |
| 7D | -3.1% | +12.7% | -15.8% | -5.3% |
| 30D | -3.2% | +22.0% | -25.2% | -7.5% |
| 3M | +10.6% | -12.7% | +23.3% | +11.1% |
| 6M | -2.1% | +64.8% | -66.9% | -14.8% |
| YTD | +10.2% | +100.7% | -90.5% | -8.3% |
| 1Y | +28.2% | +146.9% | -118.7% | +1.2% |
| 3Y | +134.9% | +456.8% | -321.9% | +38.2% |
| All | +253.6% | +91.8% | +161.8% | +179.9% |
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 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