+174.6%
SMTC vs DGX
+32.7%
+141.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +5.3% |
| 7D | +13.1% | -0.9% | +14.0% | +12.9% |
| 30D | +19.5% | -1.2% | +20.6% | +19.3% |
| 3M | +2.2% | +15.8% | -13.5% | +4.5% |
| 6M | +94.9% | +18.2% | +76.7% | +98.3% |
| YTD | +127.0% | +37.2% | +89.7% | +132.3% |
| 1Y | +174.6% | +30.4% | +144.2% | +184.4% |
| All | +174.6% | +32.7% | +141.9% | +184.4% |
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