+90.8%
SMTC vs PTC
+6.0%
+84.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -6.0% | +15.3% | +12.5% |
| 7D | +12.7% | -10.3% | +23.0% | +19.2% |
| 30D | +22.0% | +1.1% | +20.8% | +19.2% |
| 3M | -12.7% | +1.6% | -14.3% | -17.1% |
| 6M | +64.8% | -13.5% | +78.2% | +74.3% |
| YTD | +100.7% | -19.1% | +119.7% | +121.0% |
| 1Y | +146.9% | -33.9% | +180.8% | +216.1% |
| 3Y | +456.8% | -3.9% | +460.7% | +430.7% |
| All | +90.8% | +6.0% | +84.8% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling