+530.1%
SMTC vs DGX
+255.3%
+274.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +13.1% | -0.9% | +14.0% | +13.5% |
| 30D | +19.5% | -1.2% | +20.6% | +19.9% |
| 3M | +2.2% | +15.8% | -13.5% | -4.2% |
| 6M | +94.9% | +18.2% | +76.7% | +80.5% |
| YTD | +127.0% | +37.2% | +89.7% | +96.2% |
| 1Y | +174.6% | +30.4% | +144.2% | +141.9% |
| 3Y | +615.9% | +96.7% | +519.2% | +406.0% |
| 5Y | +125.6% | +67.2% | +58.4% | +70.0% |
| All | +530.1% | +255.3% | +274.8% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling