+114.7%
SMTC vs KMX
-54.8%
+169.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +17.5% | -3.4% | +20.9% | +18.8% |
| 30D | +21.3% | +4.0% | +17.3% | +19.2% |
| 3M | +3.1% | +24.8% | -21.6% | -5.4% |
| 6M | +81.7% | +43.6% | +38.1% | +56.6% |
| YTD | +115.9% | +56.6% | +59.3% | +77.7% |
| 1Y | +157.8% | +2.2% | +155.6% | +143.7% |
| 3Y | +557.3% | -25.4% | +582.7% | +603.4% |
| 5Y | +114.7% | -55.0% | +169.7% | +161.7% |
| All | +114.7% | -54.8% | +169.5% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling