+105.2%
CNH vs SMTC
+333.2%
-228.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +3.0% | +11.0% | -8.0% | +0.7% |
| 30D | -0.6% | -28.5% | +27.9% | +5.2% |
| 3M | +14.6% | -14.2% | +28.8% | +14.0% |
| 6M | +11.8% | -18.0% | +29.8% | +9.7% |
| YTD | +30.4% | +55.5% | -25.1% | +7.4% |
| 1Y | +19.1% | +69.5% | -50.5% | -4.6% |
| 3Y | +30.2% | +699.7% | -669.5% | -46.2% |
| 5Y | -17.8% | +27.4% | -45.2% | -37.9% |
| All | +105.2% | +333.2% | -228.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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