+54.2%
PPL vs SMTC
+428.4%
-374.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.7% |
| 7D | +2.7% | +12.7% | -10.1% | +1.7% |
| 30D | +0.5% | +22.0% | -21.5% | -1.3% |
| 3M | +0.7% | -12.7% | +13.3% | +0.8% |
| 6M | -7.6% | +64.8% | -72.4% | -12.9% |
| YTD | +1.8% | +100.7% | -98.9% | -5.8% |
| 1Y | -0.8% | +146.9% | -147.6% | -10.3% |
| 3Y | +56.9% | +456.8% | -399.9% | +20.0% |
| 5Y | +39.5% | +89.2% | -49.7% | +22.5% |
| All | +54.2% | +428.4% | -374.2% | +12.2% |
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