+31.0%
PL vs SMTC
+26.3%
+4.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +0.8% |
| 7D | +10.0% | +11.0% | -1.0% | +5.8% |
| 30D | -2.3% | -28.5% | +26.2% | +9.0% |
| 3M | -44.2% | -14.2% | -30.0% | -43.0% |
| 6M | -66.1% | -18.0% | -48.1% | -64.9% |
| YTD | -30.0% | +55.5% | -85.5% | -43.3% |
| 1Y | +21.0% | +69.5% | -48.5% | -5.0% |
| 3Y | +516.5% | +699.7% | -183.1% | +115.6% |
| All | +31.0% | +26.3% | +4.7% | +17.3% |
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 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