+168.3%
SMTC vs PRU
+19.3%
+149.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.1% | +10.6% |
| 7D | +22.9% | +1.9% | +21.0% | +21.8% |
| 30D | +16.6% | -0.4% | +17.1% | +16.5% |
| 3M | +2.4% | +16.4% | -14.0% | -5.2% |
| 6M | +98.3% | +26.0% | +72.2% | +75.5% |
| YTD | +120.7% | +9.9% | +110.8% | +101.9% |
| 1Y | +168.3% | +18.8% | +149.5% | +138.0% |
| All | +168.3% | +19.3% | +149.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling