+234.3%
PLD vs SMTC
+434.3%
-200.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -10.0% | -2.1% |
| 7D | -2.4% | +12.7% | -15.1% | -4.2% |
| 30D | -2.4% | +22.0% | -24.4% | -6.1% |
| 3M | -3.8% | -12.7% | +8.9% | -3.7% |
| 6M | 0.0% | +64.8% | -64.8% | -11.1% |
| YTD | +9.2% | +100.7% | -91.5% | -6.6% |
| 1Y | +25.9% | +146.9% | -121.0% | +2.9% |
| 3Y | +21.3% | +456.8% | -435.5% | -25.8% |
| 5Y | +14.1% | +89.2% | -75.1% | -13.6% |
| All | +234.3% | +434.3% | -200.0% | +88.8% |
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