+134.1%
PSX vs SMTC
+556.3%
-422.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.0% | -8.4% | +1.1% |
| 7D | +2.8% | +22.9% | -20.1% | +1.7% |
| 30D | +27.8% | +16.6% | +11.1% | +26.4% |
| 3M | +42.0% | +2.4% | +39.6% | +40.9% |
| 6M | +58.1% | +98.3% | -40.2% | +49.1% |
| YTD | +105.0% | +120.7% | -15.7% | +91.2% |
| 1Y | +104.9% | +168.3% | -63.4% | +87.2% |
| 3Y | +134.1% | +571.7% | -437.7% | +95.1% |
| All | +134.1% | +556.3% | -422.2% | +95.1% |
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 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