+1,381.0%
NET vs SMTC
+128.8%
+1,252.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.9% | +10.3% | +1.7% |
| 7D | -16.4% | -24.5% | +8.1% | -8.4% |
| 30D | -25.8% | -42.5% | +16.6% | -11.8% |
| 3M | -11.5% | -14.1% | +2.6% | -11.3% |
| 6M | +18.9% | +3.6% | +15.3% | +6.4% |
| YTD | +35.2% | +50.6% | -15.4% | +2.3% |
| 1Y | +14.5% | +72.2% | -57.8% | -18.2% |
| 3Y | +313.8% | +653.8% | -340.0% | +11.5% |
| 5Y | +32.6% | +22.0% | +10.6% | -8.7% |
| All | +1,381.0% | +128.8% | +1,252.2% | +621.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling