+368.5%
PSX vs SMTC
+116.8%
+251.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +1.8% | +22.5% | -20.6% | +0.1% |
| 30D | +21.6% | +24.9% | -3.2% | +19.1% |
| 3M | +46.5% | +4.1% | +42.4% | +44.5% |
| 6M | +62.0% | +92.6% | -30.5% | +49.5% |
| YTD | +106.3% | +122.5% | -16.2% | +86.8% |
| 1Y | +103.0% | +166.2% | -63.3% | +79.2% |
| 3Y | +135.5% | +577.2% | -441.6% | +74.8% |
| 5Y | +368.5% | +119.0% | +249.5% | +307.4% |
| All | +368.5% | +116.8% | +251.7% | +307.4% |
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