+284.2%
NEE vs SMTC
+333.2%
-49.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.1% |
| 7D | -2.1% | +11.0% | -13.1% | -2.9% |
| 30D | +8.6% | -28.5% | +37.1% | +10.6% |
| 3M | -0.3% | -14.2% | +13.9% | -0.5% |
| 6M | -8.9% | -18.0% | +9.1% | -9.7% |
| YTD | +8.3% | +55.5% | -47.2% | +0.7% |
| 1Y | +4.3% | +69.5% | -65.3% | -4.0% |
| 3Y | +70.7% | +699.7% | -628.9% | +20.9% |
| 5Y | +12.8% | +27.4% | -14.6% | -0.3% |
| All | +284.2% | +333.2% | -49.0% | +188.9% |
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