+8.7%
CNH vs SMTC
+110.0%
-101.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +10.0% | -15.5% | -7.1% |
| 7D | +8.8% | +22.9% | -14.1% | +5.1% |
| 30D | +24.7% | +16.6% | +8.0% | +20.7% |
| 3M | +27.3% | +2.4% | +24.9% | +24.7% |
| 6M | +23.2% | +98.3% | -75.1% | +6.7% |
| YTD | +48.9% | +120.7% | -71.8% | +26.1% |
| 1Y | +19.4% | +168.3% | -148.9% | -3.2% |
| 3Y | +7.8% | +571.7% | -564.0% | -37.4% |
| 5Y | +8.7% | +114.0% | -105.3% | -8.3% |
| All | +8.7% | +110.0% | -101.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling