+527.9%
SMTC vs TXT
+100.3%
+427.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +22.5% | +0.8% | +21.7% | +21.9% |
| 30D | +24.9% | -10.4% | +35.3% | +33.7% |
| 3M | +4.1% | -14.3% | +18.4% | +14.2% |
| 6M | +92.6% | -15.1% | +107.7% | +113.1% |
| YTD | +122.5% | -8.3% | +130.8% | +133.2% |
| 1Y | +166.2% | -0.7% | +166.9% | +164.7% |
| 3Y | +577.2% | +6.0% | +571.2% | +547.0% |
| 5Y | +119.0% | +12.5% | +106.4% | +101.6% |
| 10Y | +527.9% | +103.2% | +424.7% | +327.2% |
| All | +527.9% | +100.3% | +427.6% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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