-7.4%
PEG vs SMTC
+70.8%
-78.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.9% | +13.5% | +0.8% |
| 7D | +1.0% | -24.5% | +25.5% | +1.5% |
| 30D | +6.6% | -42.5% | +49.1% | +8.0% |
| 3M | -3.1% | -14.1% | +11.0% | -2.9% |
| 6M | -7.4% | +3.6% | -11.0% | -8.7% |
| YTD | -6.4% | +50.6% | -57.0% | -9.8% |
| 1Y | -7.4% | +72.2% | -79.7% | -12.3% |
| All | -7.4% | +70.8% | -78.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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