+677.3%
SMTC vs PENG
+191.8%
+485.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.3% |
| 7D | -10.9% | -16.1% | +5.1% | -1.7% |
| 30D | -39.4% | -41.5% | +2.1% | -19.9% |
| 3M | -13.5% | -19.1% | +5.6% | -4.0% |
| 6M | -6.8% | +0.9% | -7.8% | -10.2% |
| YTD | +54.0% | +128.2% | -74.2% | -4.3% |
| 1Y | +50.8% | +98.6% | -47.8% | +0.5% |
| 3Y | +677.3% | +188.2% | +489.1% | +197.7% |
| All | +677.3% | +191.8% | +485.6% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling