+7,730.0%
SMTC vs DGX
+8,794.8%
-1,064.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +22.5% | -2.2% | +24.7% | +23.4% |
| 30D | +24.9% | -0.9% | +25.8% | +25.1% |
| 3M | +4.1% | +15.6% | -11.5% | -1.7% |
| 6M | +92.6% | +17.8% | +74.8% | +80.2% |
| YTD | +122.5% | +37.5% | +85.0% | +96.3% |
| 1Y | +166.2% | +31.2% | +135.1% | +138.2% |
| 3Y | +577.2% | +96.6% | +480.6% | +414.3% |
| 5Y | +119.0% | +64.9% | +54.1% | +75.8% |
| 10Y | +527.9% | +254.6% | +273.3% | +278.8% |
| All | +7,730.0% | +8,794.8% | -1,064.8% | +1,635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling