+2,327.9%
NDAQ vs SMTC
+454.5%
+1,873.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -3.7% |
| 7D | -2.4% | +12.7% | -15.2% | -4.9% |
| 30D | +2.5% | +22.0% | -19.5% | -2.7% |
| 3M | +9.9% | -12.7% | +22.6% | +9.6% |
| 6M | +9.4% | +64.8% | -55.3% | -6.9% |
| YTD | +0.4% | +100.7% | -100.3% | -18.7% |
| 1Y | +4.0% | +146.9% | -142.9% | -20.5% |
| 3Y | +94.4% | +456.8% | -362.4% | +6.1% |
| 5Y | +56.7% | +89.2% | -32.5% | +7.7% |
| 10Y | +375.3% | +426.9% | -51.6% | +120.7% |
| All | +2,327.9% | +454.5% | +1,873.4% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling