+665.7%
SMTC vs PSLV
+120.6%
+545.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | +22.5% | +3.3% | +19.2% | +21.6% |
| 30D | +24.9% | +2.1% | +22.8% | +24.3% |
| 3M | +4.1% | +7.1% | -3.1% | +2.5% |
| 6M | +92.6% | -21.6% | +114.1% | +101.6% |
| YTD | +122.5% | -6.7% | +129.2% | +120.5% |
| 1Y | +166.2% | +59.3% | +106.9% | +136.8% |
| 3Y | +577.2% | +182.1% | +395.1% | +447.0% |
| 5Y | +119.0% | +162.6% | -43.7% | +76.9% |
| 10Y | +527.9% | +203.0% | +324.9% | +385.9% |
| All | +665.7% | +120.6% | +545.1% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling