+365.6%
NDAQ vs SMTC
+516.8%
-151.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -6.8% | +17.5% | -24.3% | -8.9% |
| 30D | -3.2% | +21.3% | -24.5% | -6.2% |
| 3M | +6.5% | +3.1% | +3.3% | +4.1% |
| 6M | +5.7% | +81.7% | -76.0% | -6.7% |
| YTD | -4.6% | +115.9% | -120.6% | -18.5% |
| 1Y | -1.6% | +157.8% | -159.4% | -18.8% |
| 3Y | +86.4% | +557.3% | -470.8% | +17.4% |
| 5Y | +50.3% | +114.7% | -64.3% | +16.9% |
| All | +365.6% | +516.8% | -151.2% | +166.6% |
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