+407.3%
NEM vs SMTC
+50,861.1%
-50,453.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -4.7% |
| 7D | -5.9% | +30.5% | -36.4% | -6.9% |
| 30D | -2.6% | -30.9% | +28.3% | -1.4% |
| 3M | -4.2% | -14.7% | +10.5% | -4.1% |
| 6M | -5.5% | -9.6% | +4.1% | -5.9% |
| YTD | +13.5% | +62.1% | -48.5% | +10.5% |
| 1Y | +22.2% | +66.6% | -44.4% | +18.7% |
| 3Y | +249.0% | +718.1% | -469.1% | +217.2% |
| 5Y | +120.1% | +32.8% | +87.3% | +109.0% |
| 10Y | +356.3% | +354.1% | +2.1% | +315.4% |
| All | +407.3% | +50,861.1% | -50,453.7% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling