+300.2%
NEM vs SMTC
+516.8%
-216.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -3.3% | +17.5% | -20.8% | -5.0% |
| 30D | +7.8% | +21.3% | -13.5% | +5.3% |
| 3M | +36.3% | +3.1% | +33.1% | +34.3% |
| 6M | +6.6% | +81.7% | -75.1% | -1.1% |
| YTD | +27.1% | +115.9% | -88.8% | +16.0% |
| 1Y | +62.3% | +157.8% | -95.5% | +45.5% |
| 3Y | +245.1% | +557.3% | -312.2% | +169.0% |
| 5Y | +154.0% | +114.7% | +39.3% | +111.5% |
| All | +300.2% | +516.8% | -216.6% | +200.8% |
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 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