+677.3%
SMTC vs TXT
+15.4%
+661.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.6% |
| 7D | -10.9% | -1.1% | -9.9% | -10.1% |
| 30D | -39.4% | +17.1% | -56.5% | -46.2% |
| 3M | -13.5% | -2.6% | -10.9% | -12.0% |
| 6M | -6.8% | -4.6% | -2.3% | -3.9% |
| YTD | +54.0% | -0.3% | +54.3% | +52.1% |
| 1Y | +50.8% | +5.9% | +44.9% | +41.9% |
| 3Y | +677.3% | +14.4% | +662.9% | +557.1% |
| All | +677.3% | +15.4% | +661.9% | +557.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling