+140.2%
NI vs SMTC
+548.2%
-408.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.5% |
| 7D | 0.0% | +13.1% | -13.0% | -1.1% |
| 30D | -1.4% | +19.5% | -20.8% | -3.2% |
| 3M | -10.6% | +2.2% | -12.8% | -11.6% |
| 6M | -9.3% | +94.9% | -104.2% | -16.3% |
| YTD | +1.1% | +127.0% | -125.8% | -8.2% |
| 1Y | +3.4% | +174.6% | -171.2% | -8.3% |
| 3Y | +67.9% | +615.9% | -548.0% | +24.7% |
| 5Y | +98.0% | +125.6% | -27.6% | +67.7% |
| All | +140.2% | +548.2% | -408.0% | +66.9% |
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