+231.7%
PLD vs SMTC
+313.7%
-82.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.7% | -14.0% | -3.0% |
| 7D | -0.8% | -19.0% | +18.2% | +1.6% |
| 30D | -0.3% | -46.7% | +46.5% | +8.0% |
| 3M | -8.0% | -23.4% | +15.4% | -6.7% |
| 6M | -9.8% | -13.4% | +3.6% | -12.3% |
| YTD | +1.8% | +40.1% | -38.3% | -9.8% |
| 1Y | +5.6% | +47.7% | -42.1% | -7.6% |
| 3Y | +33.3% | +606.9% | -573.7% | -25.2% |
| 5Y | +0.3% | +14.4% | -14.1% | -18.3% |
| All | +231.7% | +313.7% | -82.0% | +107.5% |
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