+677.7%
SMTC vs MKTX
+1,445.1%
-767.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +22.5% | +0.3% | +22.2% | +22.4% |
| 30D | +24.9% | +1.0% | +23.9% | +24.6% |
| 3M | +4.1% | +40.8% | -36.7% | -5.4% |
| 6M | +92.6% | -10.9% | +103.4% | +95.6% |
| YTD | +122.5% | -8.6% | +131.1% | +123.9% |
| 1Y | +166.2% | -11.6% | +177.8% | +169.2% |
| 3Y | +577.2% | -24.5% | +601.7% | +591.3% |
| 5Y | +119.0% | -60.7% | +179.7% | +160.3% |
| 10Y | +527.9% | +5.1% | +522.7% | +465.7% |
| All | +677.7% | +1,445.1% | -767.4% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling