+359.4%
SMTC vs PTC
+313.0%
+46.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +30.5% | +0.8% | +29.6% | +30.0% |
| 30D | -30.9% | +1.2% | -32.1% | -31.2% |
| 3M | -14.7% | +32.6% | -47.3% | -30.4% |
| 6M | -9.6% | +36.1% | -45.6% | -30.0% |
| YTD | +62.1% | +12.7% | +49.4% | +40.1% |
| 1Y | +66.6% | +10.2% | +56.4% | +45.9% |
| 3Y | +718.1% | +29.4% | +688.6% | +548.2% |
| 5Y | +32.8% | +61.1% | -28.3% | -8.3% |
| All | +359.4% | +313.0% | +46.4% | +97.7% |
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