+221.7%
PR vs SMTC
+13.5%
+208.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.7% | -10.8% | +0.2% |
| 7D | -16.4% | -19.0% | +2.6% | -14.2% |
| 30D | -1.9% | -46.7% | +44.8% | +5.9% |
| 3M | +8.0% | -23.4% | +31.4% | +9.7% |
| 6M | +4.1% | -13.4% | +17.5% | +1.7% |
| YTD | +58.7% | +40.1% | +18.6% | +40.4% |
| 1Y | +75.8% | +47.7% | +28.2% | +53.1% |
| 3Y | +73.2% | +606.9% | -533.8% | -6.5% |
| All | +221.7% | +13.5% | +208.3% | +242.2% |
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