+211.8%
PM vs SMTC
+504.7%
-292.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -1.2% | +22.5% | -23.7% | -2.3% |
| 30D | -0.2% | +24.9% | -25.0% | -1.6% |
| 3M | +4.9% | +4.1% | +0.8% | +4.0% |
| 6M | +9.0% | +92.6% | -83.5% | +2.9% |
| YTD | +17.8% | +122.5% | -104.7% | +9.8% |
| 1Y | +16.8% | +166.2% | -149.4% | +7.0% |
| 3Y | +125.4% | +577.2% | -451.7% | +73.7% |
| 5Y | +128.7% | +119.0% | +9.7% | +101.1% |
| 10Y | +211.8% | +527.9% | -316.0% | +116.4% |
| All | +211.8% | +504.7% | -292.9% | +116.4% |
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