+26.8%
PL vs SMTC
+44.1%
-17.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.7% | -2.4% | +5.9% |
| 7D | -6.8% | -19.0% | +12.1% | +0.1% |
| 30D | -29.3% | -46.7% | +17.4% | -12.7% |
| 3M | -44.8% | -23.4% | -21.3% | -41.2% |
| 6M | -68.4% | -13.4% | -55.0% | -67.8% |
| YTD | -36.4% | +40.1% | -76.4% | -46.0% |
| 1Y | +0.7% | +47.7% | -47.0% | -16.1% |
| 3Y | +455.3% | +606.9% | -151.6% | +116.0% |
| 5Y | +22.7% | +14.4% | +8.3% | -4.4% |
| All | +26.8% | +44.1% | -17.3% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling