+83.9%
SMTC vs PCOR
-7.6%
+91.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | +11.0% | +3.0% | +8.0% | +10.2% |
| 30D | -28.5% | +38.7% | -67.2% | -36.0% |
| 3M | -14.2% | +24.9% | -39.1% | -21.9% |
| 6M | -18.0% | +68.8% | -86.8% | -34.9% |
| YTD | +55.5% | +6.7% | +48.8% | +44.0% |
| 1Y | +69.5% | +3.0% | +66.5% | +59.7% |
| 3Y | +699.7% | +48.6% | +651.0% | +546.8% |
| 5Y | +27.4% | -12.7% | +40.1% | +10.8% |
| All | +83.9% | -7.6% | +91.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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