+415.3%
PR vs SMTC
+91.8%
+323.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.9% |
| 7D | +2.9% | +12.7% | -9.8% | +1.1% |
| 30D | +18.0% | +22.0% | -3.9% | +13.9% |
| 3M | +16.9% | -12.7% | +29.5% | +17.2% |
| 6M | +28.2% | +64.8% | -36.6% | +14.0% |
| YTD | +69.3% | +100.7% | -31.4% | +44.4% |
| 1Y | +69.5% | +146.9% | -77.4% | +37.3% |
| 3Y | +81.7% | +456.8% | -375.1% | +9.8% |
| All | +415.3% | +91.8% | +323.4% | +378.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling