+69,847.7%
SMTC vs PPG
+2,625.9%
+67,221.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.1% |
| 7D | +22.5% | -3.7% | +26.2% | +24.9% |
| 30D | +24.9% | -7.2% | +32.1% | +29.8% |
| 3M | +4.1% | -7.3% | +11.4% | +7.8% |
| 6M | +92.6% | +0.3% | +92.3% | +90.5% |
| YTD | +122.5% | +6.5% | +115.9% | +111.8% |
| 1Y | +166.2% | +0.5% | +165.7% | +160.7% |
| 3Y | +577.2% | -15.3% | +592.4% | +641.0% |
| 5Y | +119.0% | -22.9% | +141.9% | +149.7% |
| 10Y | +527.9% | +28.4% | +499.5% | +443.3% |
| All | +69,847.7% | +2,625.9% | +67,221.8% | +16,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling