+38.7%
SMTC vs PENG
+68.7%
-29.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.3% | 0.0% | +5.1% |
| 7D | +12.9% | +1.9% | +11.0% | +12.2% |
| 30D | -25.6% | -37.8% | +12.2% | -5.7% |
| 3M | -4.5% | -14.1% | +9.6% | +2.5% |
| 6M | -8.3% | +13.1% | -21.4% | -15.9% |
| YTD | +69.9% | +151.8% | -81.9% | +4.3% |
| 1Y | +73.9% | +136.0% | -62.1% | +9.9% |
| 3Y | +757.7% | +217.9% | +539.7% | +340.1% |
| 5Y | +38.7% | +64.1% | -25.4% | -14.7% |
| All | +38.7% | +68.7% | -29.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling