+530.1%
SMTC vs MKTX
+5.0%
+525.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +13.1% | -0.2% | +13.3% | +13.1% |
| 30D | +19.5% | +0.7% | +18.7% | +19.2% |
| 3M | +2.2% | +40.8% | -38.6% | -7.3% |
| 6M | +94.9% | -8.0% | +102.9% | +97.7% |
| YTD | +127.0% | -8.7% | +135.7% | +130.0% |
| 1Y | +174.6% | -11.8% | +186.4% | +180.0% |
| 3Y | +615.9% | -24.0% | +640.0% | +632.9% |
| 5Y | +125.6% | -60.3% | +185.9% | +177.9% |
| All | +530.1% | +5.0% | +525.1% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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