+303.0%
SMTC vs PENG
+762.7%
-459.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.4% | +2.8% | +6.7% |
| 7D | +12.7% | +4.5% | +8.2% | +10.9% |
| 30D | +22.0% | -7.1% | +29.1% | +26.1% |
| 3M | -12.7% | -27.3% | +14.6% | -2.6% |
| 6M | +64.8% | +169.6% | -104.8% | +11.8% |
| YTD | +100.7% | +164.6% | -63.9% | +35.5% |
| 1Y | +146.9% | +109.5% | +37.4% | +79.2% |
| 3Y | +456.8% | +98.9% | +357.9% | +277.2% |
| 5Y | +89.2% | +116.3% | -27.0% | +20.8% |
| All | +303.0% | +762.7% | -459.7% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling