+15,613.1%
PSA vs SMTC
+48,791.7%
-33,178.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | 0.0% |
| 7D | -1.4% | +11.0% | -12.5% | -2.2% |
| 30D | +15.2% | -28.5% | +43.7% | +17.0% |
| 3M | +2.2% | -14.2% | +16.4% | +2.1% |
| 6M | +11.7% | -18.0% | +29.7% | +10.9% |
| YTD | +32.0% | +55.5% | -23.5% | +24.9% |
| 1Y | +26.3% | +69.5% | -43.3% | +18.6% |
| 3Y | +52.4% | +699.7% | -647.3% | +23.9% |
| 5Y | +26.3% | +27.4% | -1.1% | +14.3% |
| 10Y | +132.3% | +335.7% | -203.4% | +88.5% |
| All | +15,613.1% | +48,791.7% | -33,178.7% | +11,106.9% |
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 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