+476.9%
NEM vs SMTC
+62,999.7%
-62,522.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.2% | -11.0% | -2.2% |
| 7D | +0.3% | +12.7% | -12.5% | -0.2% |
| 30D | +23.1% | +22.0% | +1.1% | +21.9% |
| 3M | +18.5% | -12.7% | +31.2% | +18.7% |
| 6M | +7.8% | +64.8% | -57.0% | +5.2% |
| YTD | +29.1% | +100.7% | -71.6% | +25.1% |
| 1Y | +72.7% | +146.9% | -74.2% | +66.0% |
| 3Y | +248.7% | +456.8% | -208.1% | +221.0% |
| 5Y | +148.7% | +89.2% | +59.4% | +134.2% |
| 10Y | +304.8% | +426.9% | -122.1% | +267.6% |
| All | +476.9% | +62,999.7% | -62,522.8% | +373.3% |
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 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