+527.0%
SMTC vs PCOR
+44.3%
+482.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | 0.0% | -17.5% | -17.5% |
| 7D | -35.0% | +23.7% | -58.7% | -38.5% |
| 30D | -53.6% | +39.0% | -92.6% | -57.5% |
| 3M | -24.5% | +35.8% | -60.3% | -32.0% |
| 6M | -19.0% | +38.2% | -57.2% | -28.4% |
| YTD | +24.2% | +3.9% | +20.3% | +24.5% |
| 1Y | +35.6% | +5.7% | +29.9% | +34.3% |
| All | +527.0% | +44.3% | +482.7% | +342.7% |
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