+339.9%
SMTC vs TXT
+103.6%
+236.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.5% |
| 7D | -10.9% | -1.1% | -9.9% | -10.1% |
| 30D | -39.4% | +17.1% | -56.5% | -45.6% |
| 3M | -13.5% | -2.6% | -10.9% | -13.0% |
| 6M | -6.8% | -4.6% | -2.3% | -5.2% |
| YTD | +54.0% | -0.3% | +54.3% | +51.7% |
| 1Y | +50.8% | +5.9% | +44.9% | +43.1% |
| 3Y | +677.3% | +14.4% | +662.9% | +598.4% |
| 5Y | +28.7% | +15.9% | +12.9% | +14.8% |
| 10Y | +339.9% | +99.6% | +240.3% | +203.5% |
| All | +339.9% | +103.6% | +236.2% | +203.5% |
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