+168.3%
SMTC vs PTC
-38.1%
+206.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.5% | +15.5% | +8.3% |
| 7D | +22.9% | -12.8% | +35.7% | +18.9% |
| 30D | +16.6% | -9.8% | +26.4% | +14.0% |
| 3M | +2.4% | -2.1% | +4.5% | +6.4% |
| 6M | +98.3% | -18.1% | +116.4% | +109.7% |
| YTD | +120.7% | -23.5% | +144.2% | +135.2% |
| 1Y | +168.3% | -37.4% | +205.6% | +176.6% |
| All | +168.3% | -38.1% | +206.3% | +176.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling