+530.1%
SMTC vs PPG
+26.9%
+503.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.8% |
| 7D | +13.1% | -6.2% | +19.3% | +18.2% |
| 30D | +19.5% | -7.9% | +27.4% | +26.4% |
| 3M | +2.2% | -10.2% | +12.5% | +9.3% |
| 6M | +94.9% | +2.7% | +92.2% | +88.1% |
| YTD | +127.0% | +4.9% | +122.1% | +113.6% |
| 1Y | +174.6% | -3.2% | +177.8% | +172.7% |
| 3Y | +615.9% | -17.0% | +632.9% | +703.8% |
| 5Y | +125.6% | -23.3% | +148.9% | +162.0% |
| All | +530.1% | +26.9% | +503.3% | +421.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling