+5,678.5%
NI vs SMTC
+48,791.7%
-43,113.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | +4.3% | +11.0% | -6.7% | +3.7% |
| 30D | +12.4% | -28.5% | +40.9% | +13.9% |
| 3M | +10.2% | -14.2% | +24.4% | +10.2% |
| 6M | -0.8% | -18.0% | +17.2% | -1.1% |
| YTD | +13.2% | +55.5% | -42.3% | +8.5% |
| 1Y | +10.1% | +69.5% | -59.5% | +4.9% |
| 3Y | +103.1% | +699.7% | -596.5% | +72.5% |
| 5Y | +115.5% | +27.4% | +88.1% | +99.3% |
| 10Y | +195.5% | +335.7% | -140.2% | +152.1% |
| All | +5,678.5% | +48,791.7% | -43,113.2% | +4,055.2% |
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