+3,260.6%
PEP vs SMTC
+49,585.3%
-46,324.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.4% | 0.0% |
| 7D | +1.0% | -4.8% | +5.9% | +1.0% |
| 30D | +12.6% | -37.8% | +50.5% | +14.1% |
| 3M | +3.1% | -16.5% | +19.6% | +3.1% |
| 6M | -6.3% | -4.4% | -1.9% | -7.3% |
| YTD | +1.9% | +58.0% | -56.2% | -1.4% |
| 1Y | +3.3% | +62.0% | -58.7% | -0.2% |
| 3Y | -4.8% | +745.7% | -750.5% | -16.2% |
| 5Y | +2.0% | +29.0% | -27.0% | -3.8% |
| 10Y | +80.3% | +351.4% | -271.0% | +60.1% |
| All | +3,260.6% | +49,585.3% | -46,324.7% | +2,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling