+70.1%
PR vs SMTC
+39.2%
+30.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.7% | -10.8% | +1.8% |
| 7D | -16.4% | -19.0% | +2.6% | -16.6% |
| 30D | -1.9% | -46.7% | +44.8% | -3.4% |
| 3M | +8.0% | -23.4% | +31.4% | +8.2% |
| 6M | +4.1% | -13.4% | +17.5% | +7.4% |
| YTD | +58.7% | +40.1% | +18.6% | +73.5% |
| All | +70.1% | +39.2% | +30.9% | +87.7% |
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