+376.3%
PSX vs SMTC
+516.8%
-140.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.4% |
| 7D | +1.5% | +17.5% | -16.0% | -1.2% |
| 30D | +15.8% | +21.3% | -5.5% | +11.5% |
| 3M | +43.0% | +3.1% | +39.9% | +39.3% |
| 6M | +61.1% | +81.7% | -20.6% | +39.4% |
| YTD | +104.5% | +115.9% | -11.4% | +70.1% |
| 1Y | +102.5% | +157.8% | -55.3% | +61.0% |
| 3Y | +133.5% | +557.3% | -423.8% | +31.4% |
| 5Y | +367.0% | +114.7% | +252.3% | +244.8% |
| All | +376.3% | +516.8% | -140.4% | +157.9% |
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 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