+361.6%
PSX vs SMTC
+333.2%
+28.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.4% |
| 7D | +7.8% | +11.0% | -3.2% | +5.9% |
| 30D | -10.9% | -28.5% | +17.6% | -7.1% |
| 3M | +14.5% | -14.2% | +28.7% | +14.5% |
| 6M | +56.1% | -18.0% | +74.1% | +53.9% |
| YTD | +109.6% | +55.5% | +54.1% | +80.6% |
| 1Y | +95.5% | +69.5% | +26.0% | +65.0% |
| 3Y | +156.2% | +699.7% | -543.5% | +32.2% |
| 5Y | +310.0% | +27.4% | +282.6% | +236.2% |
| All | +361.6% | +333.2% | +28.4% | +170.1% |
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