+13.1%
PSA vs SMTC
+116.8%
-103.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -2.2% | +22.5% | -24.7% | -3.4% |
| 30D | -9.6% | +24.9% | -34.4% | -10.9% |
| 3M | -7.9% | +4.1% | -12.0% | -8.7% |
| 6M | -2.0% | +92.6% | -94.5% | -7.5% |
| YTD | +15.7% | +122.5% | -106.7% | +7.9% |
| 1Y | +5.8% | +166.2% | -160.5% | -3.0% |
| 3Y | +21.6% | +577.2% | -555.6% | -4.4% |
| 5Y | +13.1% | +119.0% | -105.8% | +1.9% |
| All | +13.1% | +116.8% | -103.7% | +1.9% |
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