-5.5%
NEM vs SMTC
-9.9%
+4.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -4.5% |
| 7D | -5.9% | +30.5% | -36.4% | -8.0% |
| 30D | -2.6% | -30.9% | +28.3% | +1.1% |
| 3M | -4.2% | -14.7% | +10.5% | -4.0% |
| 6M | -5.5% | -9.6% | +4.1% | -11.3% |
| All | -5.5% | -9.9% | +4.5% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling