+46.9%
SMTC vs PCOR
-10.0%
+56.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | 0.0% | -17.5% | -17.5% |
| 7D | -35.0% | +23.7% | -58.7% | -39.7% |
| 30D | -53.6% | +39.0% | -92.6% | -58.6% |
| 3M | -24.5% | +35.8% | -60.3% | -33.6% |
| 6M | -19.0% | +38.2% | -57.2% | -31.0% |
| YTD | +24.2% | +3.9% | +20.3% | +15.8% |
| 1Y | +35.6% | +5.7% | +29.9% | +25.5% |
| 3Y | +521.9% | +44.8% | +477.1% | +406.4% |
| 5Y | +1.5% | -19.8% | +21.2% | -10.5% |
| All | +46.9% | -10.0% | +56.9% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling