+160.7%
CNH vs SMTC
+504.7%
-344.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +1.8% | +22.5% | -20.6% | -3.1% |
| 30D | +32.6% | +24.9% | +7.7% | +24.6% |
| 3M | +29.4% | +4.1% | +25.3% | +24.7% |
| 6M | +26.0% | +92.6% | -66.6% | +2.8% |
| YTD | +52.2% | +122.5% | -70.3% | +18.9% |
| 1Y | +23.9% | +166.2% | -142.4% | -8.9% |
| 3Y | +10.1% | +577.2% | -567.0% | -49.2% |
| 5Y | +13.2% | +119.0% | -105.8% | -24.6% |
| 10Y | +160.7% | +527.9% | -367.2% | +14.4% |
| All | +160.7% | +504.7% | -344.1% | +14.4% |
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