+82.2%
PR vs SMTC
+351.6%
-269.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +3.1% |
| 7D | +6.7% | +30.5% | -23.8% | -0.2% |
| 30D | -6.1% | -30.9% | +24.7% | +0.6% |
| 3M | +6.9% | -14.7% | +21.5% | +6.7% |
| 6M | +14.6% | -9.6% | +24.2% | +8.9% |
| YTD | +66.1% | +62.1% | +4.1% | +30.4% |
| 1Y | +77.0% | +66.6% | +10.4% | +36.8% |
| 3Y | +93.8% | +718.1% | -624.2% | -29.0% |
| 5Y | +268.2% | +32.8% | +235.4% | +167.1% |
| All | +82.2% | +351.6% | -269.3% | +13.3% |
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