+138.6%
NOK vs SMTC
+548.2%
-409.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.3% | +3.6% |
| 7D | +11.0% | +13.1% | -2.1% | +7.8% |
| 30D | +7.8% | +19.5% | -11.6% | +2.8% |
| 3M | -21.0% | +2.2% | -23.3% | -22.3% |
| 6M | +40.9% | +94.9% | -54.0% | +20.8% |
| YTD | +72.0% | +127.0% | -54.9% | +42.7% |
| 1Y | +140.9% | +174.6% | -33.7% | +90.8% |
| 3Y | +194.3% | +615.9% | -421.7% | +61.7% |
| 5Y | +112.5% | +125.6% | -13.1% | +54.2% |
| All | +138.6% | +548.2% | -409.7% | +14.8% |
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