+146.9%
SMTC vs PENG
+118.5%
+28.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.4% | +2.8% | +6.1% |
| 7D | +12.7% | +4.5% | +8.2% | +10.4% |
| 30D | +22.0% | -7.1% | +29.1% | +27.0% |
| 3M | -12.7% | -27.3% | +14.6% | -1.2% |
| 6M | +64.8% | +169.6% | -104.8% | +13.9% |
| YTD | +100.7% | +164.6% | -63.9% | +38.0% |
| 1Y | +146.9% | +109.5% | +37.4% | +71.9% |
| All | +146.9% | +118.5% | +28.4% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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