+143.7%
PEG vs SMTC
+516.8%
-373.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.1% |
| 7D | -0.9% | +17.5% | -18.4% | -2.4% |
| 30D | -2.8% | +21.3% | -24.1% | -4.8% |
| 3M | -6.9% | +3.1% | -10.1% | -8.2% |
| 6M | -11.4% | +81.7% | -93.1% | -18.2% |
| YTD | -7.4% | +115.9% | -123.3% | -16.2% |
| 1Y | -8.3% | +157.8% | -166.1% | -19.0% |
| 3Y | +31.5% | +557.3% | -525.7% | -1.7% |
| 5Y | +38.0% | +114.7% | -76.7% | +16.1% |
| All | +143.7% | +516.8% | -373.1% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling