+530.1%
SMTC vs KMX
+11.6%
+518.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.6% |
| 7D | +13.1% | -3.1% | +16.2% | +14.3% |
| 30D | +19.5% | +4.4% | +15.0% | +17.0% |
| 3M | +2.2% | +18.9% | -16.7% | -5.3% |
| 6M | +94.9% | +44.3% | +50.6% | +65.1% |
| YTD | +127.0% | +58.7% | +68.3% | +82.3% |
| 1Y | +174.6% | +0.1% | +174.5% | +157.6% |
| 3Y | +615.9% | -24.4% | +640.4% | +649.8% |
| 5Y | +125.6% | -54.4% | +180.0% | +176.5% |
| All | +530.1% | +11.6% | +518.5% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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