+77.0%
PR vs SMTC
+59.8%
+17.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.0% |
| 7D | +6.7% | +30.5% | -23.8% | +6.5% |
| 30D | -6.1% | -30.9% | +24.7% | -7.2% |
| 3M | +6.9% | -14.7% | +21.5% | +6.9% |
| 6M | +14.6% | -9.6% | +24.2% | +16.9% |
| YTD | +66.1% | +62.1% | +4.1% | +80.9% |
| 1Y | +77.0% | +66.6% | +10.4% | +94.5% |
| All | +77.0% | +59.8% | +17.2% | +94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling