+23,761.0%
PH vs SMTC
+62,999.7%
-39,238.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.2% | -9.4% | -1.4% |
| 7D | -3.1% | +12.7% | -15.8% | -4.7% |
| 30D | -3.2% | +22.0% | -25.2% | -6.2% |
| 3M | +10.6% | -12.7% | +23.3% | +11.0% |
| 6M | -2.1% | +64.8% | -66.9% | -10.7% |
| YTD | +10.2% | +100.7% | -90.5% | -2.3% |
| 1Y | +28.2% | +146.9% | -118.7% | +9.9% |
| 3Y | +134.9% | +456.8% | -321.9% | +70.2% |
| 5Y | +253.6% | +89.2% | +164.4% | +188.6% |
| 10Y | +804.7% | +426.9% | +377.9% | +548.5% |
| All | +23,761.0% | +62,999.7% | -39,238.7% | +12,902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling