+70.3%
PR vs SMTC
+334.8%
-264.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.5% |
| 7D | -9.5% | -10.9% | +1.4% | -7.7% |
| 30D | -5.7% | -39.4% | +33.7% | +4.1% |
| 3M | +3.0% | -13.5% | +16.5% | +2.5% |
| 6M | +11.8% | -6.8% | +18.6% | +5.2% |
| YTD | +58.5% | +54.0% | +4.5% | +26.1% |
| 1Y | +69.9% | +50.8% | +19.1% | +34.9% |
| 3Y | +84.9% | +677.3% | -592.4% | -31.3% |
| 5Y | +246.4% | +28.7% | +217.7% | +152.2% |
| 10Y | +70.3% | +339.9% | -269.6% | +6.8% |
| All | +70.3% | +334.8% | -264.5% | +6.8% |
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