+763.1%
PM vs SMTC
+1,015.3%
-252.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -2.8% |
| 7D | -4.9% | +12.7% | -17.6% | -5.9% |
| 30D | -3.4% | +22.0% | -25.4% | -5.6% |
| 3M | +5.2% | -12.7% | +17.8% | +5.0% |
| 6M | +3.7% | +64.8% | -61.1% | -3.9% |
| YTD | +15.8% | +100.7% | -84.9% | +4.8% |
| 1Y | +17.4% | +146.9% | -129.5% | +3.1% |
| 3Y | +116.9% | +456.8% | -339.9% | +55.7% |
| 5Y | +117.3% | +89.2% | +28.1% | +79.6% |
| 10Y | +193.8% | +426.9% | -233.1% | +85.1% |
| All | +763.1% | +1,015.3% | -252.2% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling