+119.0%
SMTC vs TXT
+13.4%
+105.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +22.5% | +0.8% | +21.7% | +21.7% |
| 30D | +24.9% | -10.4% | +35.3% | +36.0% |
| 3M | +4.1% | -14.3% | +18.4% | +16.9% |
| 6M | +92.6% | -15.1% | +107.7% | +118.2% |
| YTD | +122.5% | -8.3% | +130.8% | +134.8% |
| 1Y | +166.2% | -0.7% | +166.9% | +161.9% |
| 3Y | +577.2% | +6.0% | +571.2% | +515.0% |
| 5Y | +119.0% | +12.5% | +106.4% | +87.6% |
| All | +119.0% | +13.4% | +105.6% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling