+27.6%
SMTC vs TXG
-65.2%
+92.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.5% |
| 7D | +11.0% | -1.8% | +12.9% | +11.9% |
| 30D | -28.5% | -20.4% | -8.1% | -22.5% |
| 3M | -14.2% | +0.1% | -14.3% | -15.2% |
| 6M | -18.0% | +176.2% | -194.2% | -42.7% |
| YTD | +55.5% | +256.8% | -201.3% | -2.6% |
| 1Y | +69.5% | +255.9% | -186.4% | +5.9% |
| 3Y | +699.7% | +60.2% | +639.4% | +475.7% |
| All | +27.6% | -65.2% | +92.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling