+821.1%
PM vs SMTC
+778.2%
+42.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.8% | -15.2% | -3.5% |
| 7D | -7.3% | -4.8% | -2.4% | -7.2% |
| 30D | -4.0% | -37.8% | +33.8% | -0.8% |
| 3M | +2.7% | -16.5% | +19.2% | +2.7% |
| 6M | +14.9% | -4.4% | +19.3% | +11.5% |
| YTD | +23.5% | +58.0% | -34.5% | +12.8% |
| 1Y | +30.4% | +62.0% | -31.7% | +18.4% |
| 3Y | +143.2% | +745.7% | -602.5% | +59.8% |
| 5Y | +159.5% | +29.0% | +130.4% | +122.6% |
| 10Y | +234.7% | +351.4% | -116.7% | +109.4% |
| All | +821.1% | +778.2% | +42.8% | +337.6% |
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