+1,112.1%
PSX vs SMTC
+446.5%
+665.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.1% | -1.4% |
| 7D | +4.5% | +12.7% | -8.2% | +2.3% |
| 30D | +26.6% | +22.0% | +4.6% | +21.1% |
| 3M | +39.3% | -12.7% | +51.9% | +39.3% |
| 6M | +56.8% | +64.8% | -8.0% | +36.3% |
| YTD | +101.8% | +100.7% | +1.1% | +67.6% |
| 1Y | +99.6% | +146.9% | -47.3% | +56.9% |
| 3Y | +140.3% | +456.8% | -316.5% | +35.8% |
| 5Y | +339.3% | +89.2% | +250.1% | +220.6% |
| 10Y | +369.9% | +426.9% | -57.0% | +135.7% |
| All | +1,112.1% | +446.5% | +665.6% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling