+72.2%
SMTC vs PNR
-31.2%
+103.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.3% | -16.2% | -13.3% |
| 7D | -24.5% | +11.9% | -36.4% | -26.0% |
| 30D | -42.5% | +37.1% | -79.6% | -46.0% |
| 3M | -14.1% | +5.7% | -19.8% | -13.6% |
| 6M | +3.6% | -5.7% | +9.3% | +9.6% |
| YTD | +50.6% | -29.8% | +80.4% | +79.3% |
| 1Y | +72.2% | -31.8% | +104.0% | +111.3% |
| All | +72.2% | -31.2% | +103.4% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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