+327.1%
NET vs SMTC
+462.9%
-135.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -3.8% |
| 7D | -7.0% | +12.7% | -19.7% | -9.3% |
| 30D | -4.8% | +22.0% | -26.8% | -9.5% |
| 3M | +3.8% | -12.7% | +16.5% | +4.3% |
| 6M | +50.0% | +64.8% | -14.7% | +28.9% |
| YTD | +41.5% | +100.7% | -59.2% | +15.8% |
| 1Y | +32.8% | +146.9% | -114.1% | +3.1% |
| All | +327.1% | +462.9% | -135.9% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling