-16.4%
PINS vs SMTC
+171.3%
-187.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -4.6% |
| 7D | -12.0% | +12.7% | -24.8% | -14.9% |
| 30D | -12.7% | +22.0% | -34.6% | -18.7% |
| 3M | -5.5% | -12.7% | +7.2% | -6.1% |
| 6M | +5.3% | +64.8% | -59.5% | -16.5% |
| YTD | -21.2% | +100.7% | -121.9% | -41.9% |
| 1Y | -45.0% | +146.9% | -191.9% | -62.9% |
| 3Y | -26.2% | +456.8% | -483.0% | -71.9% |
| 5Y | -64.0% | +89.2% | -153.2% | -76.2% |
| All | -16.4% | +171.3% | -187.7% | -60.3% |
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