+250.5%
NEM vs SMTC
+565.9%
-315.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +3.1% | +22.5% | -19.4% | +0.5% |
| 30D | +10.0% | +24.9% | -14.9% | +6.8% |
| 3M | +30.9% | +4.1% | +26.8% | +28.7% |
| 6M | +10.5% | +92.6% | -82.0% | +1.3% |
| YTD | +29.7% | +122.5% | -92.7% | +17.2% |
| 1Y | +71.1% | +166.2% | -95.1% | +52.0% |
| All | +250.5% | +565.9% | -315.4% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling