+181.2%
SMTC vs PENG
+597.2%
-415.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +12.4% | +0.4% | +7.7% |
| 7D | -19.0% | -19.4% | +0.5% | -11.3% |
| 30D | -46.7% | -42.4% | -4.3% | -33.4% |
| 3M | -23.4% | -25.6% | +2.2% | -13.6% |
| 6M | -13.4% | +7.3% | -20.7% | -16.6% |
| YTD | +40.1% | +113.9% | -73.8% | +2.9% |
| 1Y | +47.7% | +93.6% | -45.9% | +12.5% |
| 3Y | +606.9% | +170.2% | +436.7% | +361.0% |
| 5Y | +14.4% | +44.2% | -29.8% | -15.3% |
| All | +181.2% | +597.2% | -415.9% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling