+246.3%
SMTC vs TXG
+27.0%
+219.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.1% |
| 7D | +13.1% | +9.5% | +3.6% | +10.1% |
| 30D | +19.5% | +18.8% | +0.7% | +13.0% |
| 3M | +2.2% | +136.1% | -133.9% | -22.9% |
| 6M | +94.9% | +235.2% | -140.4% | +30.0% |
| YTD | +127.0% | +320.5% | -193.6% | +39.3% |
| 1Y | +174.6% | +425.2% | -250.6% | +54.7% |
| 3Y | +615.9% | +42.9% | +573.0% | +444.7% |
| 5Y | +125.6% | -62.8% | +188.4% | +123.5% |
| All | +246.3% | +27.0% | +219.3% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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