+169.5%
PR vs SMTC
+540.8%
-371.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -3.8% |
| 7D | +2.9% | +12.7% | -9.8% | -0.1% |
| 30D | +18.0% | +22.0% | -3.9% | +11.1% |
| 3M | +16.9% | -12.7% | +29.5% | +16.9% |
| 6M | +28.2% | +64.8% | -36.6% | +5.7% |
| YTD | +69.3% | +100.7% | -31.4% | +31.0% |
| 1Y | +69.5% | +146.9% | -77.4% | +21.4% |
| 3Y | +81.7% | +456.8% | -375.1% | -17.9% |
| 5Y | +422.2% | +89.2% | +333.0% | +248.2% |
| 10Y | +110.4% | +426.9% | -316.5% | +19.6% |
| All | +169.5% | +540.8% | -371.3% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling