+557.6%
PL vs SMTC
+709.5%
-151.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +5.6% | -10.9% | +16.6% | +9.5% |
| 30D | -16.9% | -39.4% | +22.5% | -3.4% |
| 3M | -38.2% | -13.5% | -24.7% | -36.9% |
| 6M | -63.4% | -6.8% | -56.6% | -63.3% |
| YTD | -27.6% | +54.0% | -81.6% | -38.1% |
| 1Y | +6.6% | +50.8% | -44.2% | -8.3% |
| 3Y | +557.6% | +677.3% | -119.7% | +231.6% |
| All | +557.6% | +709.5% | -151.9% | +231.6% |
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 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