+146.9%
SMTC vs PPG
+5.2%
+141.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.6% | +8.5% |
| 7D | +12.7% | -1.5% | +14.2% | +13.5% |
| 30D | +22.0% | -5.0% | +26.9% | +24.8% |
| 3M | -12.7% | +1.1% | -13.8% | -13.8% |
| 6M | +64.8% | -3.2% | +67.9% | +61.3% |
| YTD | +100.7% | +11.9% | +88.8% | +85.6% |
| 1Y | +146.9% | +5.3% | +141.6% | +131.4% |
| All | +146.9% | +5.2% | +141.7% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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