+451.9%
PWR vs SMTC
+116.8%
+335.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +2.7% | +22.5% | -19.8% | -2.9% |
| 30D | -5.1% | +24.9% | -30.0% | -11.2% |
| 3M | -9.4% | +4.1% | -13.5% | -12.0% |
| 6M | +10.4% | +92.6% | -82.1% | -9.4% |
| YTD | +48.6% | +122.5% | -73.8% | +17.3% |
| 1Y | +68.0% | +166.2% | -98.2% | +26.2% |
| 3Y | +204.7% | +577.2% | -372.4% | +63.6% |
| 5Y | +451.9% | +119.0% | +333.0% | +345.6% |
| All | +451.9% | +116.8% | +335.1% | +345.6% |
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