+82.2%
SMTC vs PCOR
-9.2%
+91.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -10.9% | +20.7% | -31.7% | -16.6% |
| 30D | -39.4% | +35.7% | -75.1% | -45.5% |
| 3M | -13.5% | +31.1% | -44.6% | -22.9% |
| 6M | -6.8% | +43.1% | -50.0% | -21.5% |
| YTD | +54.0% | +4.8% | +49.2% | +43.3% |
| 1Y | +50.8% | -3.7% | +54.4% | +45.9% |
| 3Y | +677.3% | +46.5% | +630.8% | +530.7% |
| 5Y | +28.7% | -17.3% | +46.0% | +13.0% |
| All | +82.2% | -9.2% | +91.4% | +64.0% |
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