+65.4%
NDAQ vs SMTC
+28.0%
+37.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.8% | -11.5% | +0.3% |
| 7D | -0.1% | -4.8% | +4.7% | -0.1% |
| 30D | +15.9% | -37.8% | +53.7% | +19.5% |
| 3M | +15.1% | -16.5% | +31.6% | +14.9% |
| 6M | +22.9% | -4.4% | +27.3% | +19.1% |
| YTD | +12.8% | +58.0% | -45.2% | +2.2% |
| 1Y | +26.0% | +62.0% | -36.0% | +13.6% |
| 3Y | +119.7% | +745.7% | -626.0% | +48.1% |
| 5Y | +65.4% | +29.0% | +36.4% | +60.3% |
| All | +65.4% | +28.0% | +37.4% | +60.3% |
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