+53.8%
NDAQ vs SMTC
+110.0%
-56.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.0% | -11.9% | -2.8% |
| 7D | -2.6% | +22.9% | -25.5% | -4.5% |
| 30D | +0.5% | +16.6% | -16.2% | -1.3% |
| 3M | +9.9% | +2.4% | +7.5% | +8.5% |
| 6M | +8.2% | +98.3% | -90.1% | -2.2% |
| YTD | -1.5% | +120.7% | -122.2% | -12.4% |
| 1Y | +1.3% | +168.3% | -166.9% | -12.4% |
| 3Y | +92.6% | +571.7% | -479.1% | +37.2% |
| 5Y | +53.8% | +114.0% | -60.2% | +38.4% |
| All | +53.8% | +110.0% | -56.2% | +38.4% |
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 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