+69.9%
PR vs SMTC
+53.1%
+16.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +0.9% |
| 7D | -9.5% | -10.9% | +1.4% | -9.7% |
| 30D | -5.7% | -39.4% | +33.7% | -7.0% |
| 3M | +3.0% | -13.5% | +16.5% | +3.3% |
| 6M | +11.8% | -6.8% | +18.6% | +15.0% |
| YTD | +58.5% | +54.0% | +4.5% | +73.2% |
| 1Y | +69.9% | +50.8% | +19.1% | +87.4% |
| All | +69.9% | +53.1% | +16.8% | +87.4% |
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