+65.7%
SMTC vs PCOR
-10.3%
+76.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.8% |
| 7D | -19.0% | +22.7% | -41.7% | -24.6% |
| 30D | -46.7% | +37.5% | -84.2% | -52.3% |
| 3M | -23.4% | +35.2% | -58.6% | -32.6% |
| 6M | -13.4% | +42.2% | -55.6% | -27.0% |
| YTD | +40.1% | +3.6% | +36.5% | +30.7% |
| 1Y | +47.7% | -4.8% | +52.4% | +43.3% |
| 3Y | +606.9% | +48.3% | +558.6% | +470.7% |
| 5Y | +14.4% | -20.1% | +34.5% | +1.0% |
| All | +65.7% | -10.3% | +76.0% | +49.6% |
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