+120.3%
SMTC vs PRU
+809.8%
-689.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.3% | -14.2% | -16.2% |
| 7D | -35.0% | +4.8% | -39.8% | -36.3% |
| 30D | -53.6% | +7.9% | -61.4% | -55.3% |
| 3M | -24.5% | +3.1% | -27.6% | -26.1% |
| 6M | -19.0% | +25.2% | -44.2% | -26.8% |
| YTD | +24.2% | +12.7% | +11.5% | +16.8% |
| 1Y | +35.6% | +23.5% | +12.1% | +23.0% |
| 3Y | +521.9% | +50.6% | +471.3% | +428.4% |
| 5Y | +1.5% | +40.9% | -39.4% | -11.4% |
| 10Y | +274.7% | +125.5% | +149.3% | +169.4% |
| All | +120.3% | +809.8% | -689.5% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling