-13.5%
PEP vs SMTC
+56.1%
-69.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | 0.0% |
| 7D | -1.4% | +12.7% | -14.1% | -0.5% |
| 30D | +0.2% | +22.0% | -21.7% | +1.9% |
| 3M | -1.1% | -12.7% | +11.6% | -0.1% |
| 6M | -13.5% | +64.8% | -78.3% | -15.3% |
| All | -13.5% | +56.1% | -69.5% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling