+302.5%
PSX vs SMTC
+26.3%
+276.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.1% |
| 7D | +7.8% | +11.0% | -3.2% | +6.8% |
| 30D | -10.9% | -28.5% | +17.6% | -9.0% |
| 3M | +14.5% | -14.2% | +28.7% | +14.6% |
| 6M | +56.1% | -18.0% | +74.1% | +55.1% |
| YTD | +109.6% | +55.5% | +54.1% | +93.9% |
| 1Y | +95.5% | +69.5% | +26.0% | +78.8% |
| 3Y | +156.2% | +699.7% | -543.5% | +81.3% |
| All | +302.5% | +26.3% | +276.2% | +276.0% |
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