+120.1%
SMTC vs PPG
-24.1%
+144.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.8% |
| 7D | +13.1% | -6.2% | +19.3% | +18.4% |
| 30D | +19.5% | -7.9% | +27.4% | +26.7% |
| 3M | +2.2% | -10.2% | +12.5% | +9.6% |
| 6M | +94.9% | +2.7% | +92.2% | +87.1% |
| YTD | +127.0% | +4.9% | +122.1% | +111.4% |
| 1Y | +174.6% | -3.2% | +177.8% | +171.5% |
| 3Y | +615.9% | -17.0% | +632.9% | +700.6% |
| All | +120.1% | -24.1% | +144.2% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling