+157.7%
NEM vs SMTC
+116.8%
+40.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +3.1% | +22.5% | -19.4% | +0.8% |
| 30D | +10.0% | +24.9% | -14.9% | +7.1% |
| 3M | +30.9% | +4.1% | +26.8% | +28.9% |
| 6M | +10.5% | +92.6% | -82.0% | +2.1% |
| YTD | +29.7% | +122.5% | -92.7% | +18.3% |
| 1Y | +71.1% | +166.2% | -95.1% | +53.6% |
| 3Y | +252.1% | +577.2% | -325.1% | +177.6% |
| 5Y | +157.7% | +119.0% | +38.8% | +86.8% |
| All | +157.7% | +116.8% | +40.9% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling