+120.1%
SMTC vs PSLV
+154.2%
-34.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +13.1% | -3.5% | +16.5% | +14.4% |
| 30D | +19.5% | -2.1% | +21.6% | +20.3% |
| 3M | +2.2% | -1.6% | +3.9% | +2.6% |
| 6M | +94.9% | -25.5% | +120.4% | +112.5% |
| YTD | +127.0% | -11.4% | +138.4% | +120.5% |
| 1Y | +174.6% | +48.6% | +126.0% | +113.2% |
| 3Y | +615.9% | +166.9% | +449.0% | +351.7% |
| All | +120.1% | +154.2% | -34.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling