+530.1%
SMTC vs PNR
+66.2%
+464.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +13.1% | -6.0% | +19.1% | +17.9% |
| 30D | +19.5% | -14.0% | +33.4% | +31.9% |
| 3M | +2.2% | -21.7% | +23.9% | +18.2% |
| 6M | +94.9% | -37.3% | +132.1% | +165.7% |
| YTD | +127.0% | -45.1% | +172.1% | +237.8% |
| 1Y | +174.6% | -49.1% | +223.7% | +333.0% |
| 3Y | +615.9% | -14.8% | +630.8% | +691.4% |
| 5Y | +125.6% | -21.0% | +146.6% | +156.5% |
| All | +530.1% | +66.2% | +464.0% | +334.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling