+699.7%
SMTC vs PTC
+29.1%
+670.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | +11.0% | +0.5% | +10.5% | +10.9% |
| 30D | -28.5% | +1.2% | -29.7% | -28.7% |
| 3M | -14.2% | +27.4% | -41.6% | -20.4% |
| 6M | -18.0% | +39.2% | -57.2% | -28.1% |
| YTD | +55.5% | +12.5% | +43.0% | +59.9% |
| 1Y | +69.5% | +12.3% | +57.3% | +74.0% |
| 3Y | +699.7% | +28.8% | +670.8% | +441.9% |
| All | +699.7% | +29.1% | +670.5% | +441.9% |
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