+100.5%
PSA vs SMTC
+548.2%
-447.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.3% |
| 7D | -1.8% | +13.1% | -14.9% | -2.7% |
| 30D | -8.4% | +19.5% | -27.8% | -9.8% |
| 3M | -7.8% | +2.2% | -10.1% | -8.7% |
| 6M | +0.8% | +94.9% | -94.1% | -5.8% |
| YTD | +16.5% | +127.0% | -110.5% | +7.3% |
| 1Y | +4.7% | +174.6% | -169.9% | -5.5% |
| 3Y | +21.1% | +615.9% | -594.9% | -6.1% |
| 5Y | +14.2% | +125.6% | -111.4% | -2.9% |
| All | +100.5% | +548.2% | -447.7% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling