+72.7%
NEM vs SMTC
+154.8%
-82.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.2% | -11.0% | -3.6% |
| 7D | +0.3% | +12.7% | -12.4% | -2.2% |
| 30D | +23.1% | +22.0% | +1.1% | +17.1% |
| 3M | +18.5% | -12.7% | +31.2% | +19.8% |
| 6M | +7.8% | +64.8% | -57.0% | -7.5% |
| YTD | +29.1% | +100.7% | -71.6% | +5.4% |
| 1Y | +72.7% | +146.9% | -74.2% | +37.8% |
| All | +72.7% | +154.8% | -82.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling