+483.2%
SMTC vs PCOR
-14.4%
+497.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.3% | +13.5% | +10.5% |
| 7D | +12.7% | -9.0% | +21.7% | +15.7% |
| 30D | +22.0% | +4.2% | +17.8% | +18.9% |
| 3M | -12.7% | +14.4% | -27.1% | -18.0% |
| 6M | +64.8% | +0.2% | +64.6% | +58.3% |
| YTD | +100.7% | -20.3% | +120.9% | +115.3% |
| 1Y | +146.9% | -16.1% | +163.0% | +154.3% |
| All | +483.2% | -14.4% | +497.6% | +472.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling