+51.1%
NEM vs SMTC
+70.8%
-19.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -12.9% | +22.8% | +11.8% |
| 7D | +3.7% | -24.5% | +28.2% | +8.1% |
| 30D | +2.0% | -42.5% | +44.4% | +11.2% |
| 3M | +21.1% | -14.1% | +35.2% | +20.2% |
| 6M | +9.5% | +3.6% | +5.9% | +0.5% |
| YTD | +19.1% | +50.6% | -31.5% | -2.3% |
| 1Y | +51.1% | +72.2% | -21.1% | +15.5% |
| All | +51.1% | +70.8% | -19.7% | +15.5% |
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