+64.8%
PR vs SMTC
+365.8%
-301.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.8% | -13.9% | -4.0% |
| 7D | -12.4% | -4.8% | -7.5% | -12.0% |
| 30D | -6.6% | -37.8% | +31.3% | +2.6% |
| 3M | +7.5% | -16.5% | +24.0% | +7.8% |
| 6M | +10.8% | -4.4% | +15.2% | +3.6% |
| YTD | +57.0% | +58.0% | -1.0% | +24.2% |
| 1Y | +67.9% | +62.0% | +5.9% | +30.7% |
| 3Y | +87.6% | +745.7% | -658.1% | -32.3% |
| 5Y | +220.4% | +29.0% | +191.3% | +134.6% |
| 10Y | +64.8% | +351.4% | -286.5% | +3.0% |
| All | +64.8% | +365.8% | -301.0% | +3.0% |
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