+5,061.4%
NI vs SMTC
+71,255.7%
-66,194.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.3% |
| 7D | 0.0% | +13.1% | -13.0% | -0.6% |
| 30D | -1.4% | +19.5% | -20.8% | -2.5% |
| 3M | -10.6% | +2.2% | -12.8% | -11.2% |
| 6M | -9.3% | +94.9% | -104.2% | -13.5% |
| YTD | +1.1% | +127.0% | -125.8% | -4.4% |
| 1Y | +3.4% | +174.6% | -171.2% | -3.6% |
| 3Y | +67.9% | +615.9% | -548.0% | +44.1% |
| 5Y | +98.0% | +125.6% | -27.6% | +78.5% |
| 10Y | +143.6% | +540.5% | -397.0% | +104.8% |
| All | +5,061.4% | +71,255.7% | -66,194.3% | +3,559.6% |
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