+606.9%
SMTC vs PTC
+32.2%
+574.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.7% |
| 7D | -19.0% | -0.2% | -18.7% | -18.9% |
| 30D | -46.7% | +0.8% | -47.5% | -46.8% |
| 3M | -23.4% | +32.1% | -55.5% | -30.6% |
| 6M | -13.4% | +42.6% | -56.0% | -26.2% |
| YTD | +40.1% | +12.0% | +28.1% | +44.0% |
| 1Y | +47.7% | +12.2% | +35.5% | +51.3% |
| 3Y | +606.9% | +31.2% | +575.7% | +355.7% |
| All | +606.9% | +32.2% | +574.8% | +355.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling