+114.7%
SMTC vs PNR
-21.1%
+135.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -1.9% |
| 7D | +17.5% | -5.5% | +23.0% | +22.3% |
| 30D | +21.3% | -15.6% | +36.9% | +36.5% |
| 3M | +3.1% | -20.2% | +23.3% | +18.5% |
| 6M | +81.7% | -36.6% | +118.3% | +152.4% |
| YTD | +115.9% | -45.0% | +160.9% | +233.1% |
| 1Y | +157.8% | -47.4% | +205.3% | +313.3% |
| 3Y | +557.3% | -13.7% | +571.0% | +617.1% |
| 5Y | +114.7% | -20.8% | +135.5% | +137.2% |
| All | +114.7% | -21.1% | +135.7% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling