+415.5%
CNQ vs SMTC
+548.2%
-132.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.6% | -1.5% |
| 7D | +0.1% | +13.1% | -13.0% | -2.2% |
| 30D | +6.2% | +19.5% | -13.3% | +2.0% |
| 3M | +12.4% | +2.2% | +10.1% | +9.4% |
| 6M | +9.0% | +94.9% | -85.9% | -8.6% |
| YTD | +52.2% | +127.0% | -74.7% | +22.6% |
| 1Y | +65.0% | +174.6% | -109.5% | +25.9% |
| 3Y | +78.8% | +615.9% | -537.1% | -10.4% |
| 5Y | +286.0% | +125.6% | +160.4% | +169.1% |
| All | +415.5% | +548.2% | -132.7% | +165.2% |
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