+52.7%
PSA vs SMTC
+732.3%
-679.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.6% |
| 7D | -2.1% | +30.5% | -32.6% | -2.8% |
| 30D | +15.6% | -30.9% | +46.5% | +16.6% |
| 3M | +4.1% | -14.7% | +18.8% | +4.0% |
| 6M | +9.2% | -9.6% | +18.8% | +8.2% |
| YTD | +32.3% | +62.1% | -29.8% | +26.6% |
| 1Y | +26.2% | +66.6% | -40.4% | +20.4% |
| All | +52.7% | +732.3% | -679.6% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling