+2,521.4%
PWR vs SMTC
+548.2%
+1,973.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | +0.1% | +3.7% |
| 7D | +4.2% | +13.1% | -8.9% | +0.5% |
| 30D | -4.0% | +19.5% | -23.5% | -9.5% |
| 3M | -4.8% | +2.2% | -7.0% | -7.3% |
| 6M | +14.6% | +94.9% | -80.2% | -8.6% |
| YTD | +54.2% | +127.0% | -72.7% | +17.3% |
| 1Y | +67.1% | +174.6% | -107.5% | +19.4% |
| 3Y | +218.5% | +615.9% | -397.5% | +49.1% |
| 5Y | +466.3% | +125.6% | +340.7% | +271.3% |
| All | +2,521.4% | +548.2% | +1,973.2% | +1,132.1% |
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 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