+72.2%
SMTC vs DGX
+45.0%
+27.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.5% | -16.4% | -11.6% |
| 7D | -24.5% | +4.1% | -28.6% | -23.2% |
| 30D | -42.5% | +10.5% | -53.0% | -40.4% |
| 3M | -14.1% | +9.8% | -23.9% | -10.9% |
| 6M | +3.6% | +34.6% | -31.0% | +11.0% |
| YTD | +50.6% | +49.8% | +0.8% | +65.6% |
| 1Y | +72.2% | +46.0% | +26.2% | +90.0% |
| All | +72.2% | +45.0% | +27.3% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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