+242.7%
PWR vs SMTC
+698.5%
-455.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | +11.3% | +11.0% | +0.3% | +7.9% |
| 30D | -8.9% | -28.5% | +19.6% | -0.7% |
| 3M | -10.5% | -14.2% | +3.7% | -8.2% |
| 6M | -22.2% | -18.0% | -4.2% | -20.4% |
| YTD | +42.7% | +55.5% | -12.8% | +23.7% |
| 1Y | +41.1% | +69.5% | -28.4% | +19.8% |
| 3Y | +242.7% | +699.7% | -456.9% | +106.9% |
| All | +242.7% | +698.5% | -455.8% | +106.9% |
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