+497.0%
SMTC vs PTC
+204.7%
+292.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.5% | +15.5% | +13.0% |
| 7D | +22.9% | -12.8% | +35.7% | +31.6% |
| 30D | +16.6% | -9.8% | +26.4% | +21.2% |
| 3M | +2.4% | -2.1% | +4.5% | -1.8% |
| 6M | +98.3% | -18.1% | +116.4% | +111.3% |
| YTD | +120.7% | -23.5% | +144.2% | +143.6% |
| 1Y | +168.3% | -37.4% | +205.6% | +235.0% |
| 3Y | +571.7% | -7.2% | +578.9% | +561.4% |
| 5Y | +114.0% | +2.7% | +111.3% | +94.9% |
| 10Y | +497.0% | +203.4% | +293.6% | +211.3% |
| All | +497.0% | +204.7% | +292.3% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling