+1,250.5%
NOK vs SMTC
+34,822.7%
-33,572.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -1.4% |
| 7D | +5.4% | +11.0% | -5.7% | +2.0% |
| 30D | -14.1% | -28.5% | +14.3% | -6.1% |
| 3M | -23.6% | -14.2% | -9.4% | -21.2% |
| 6M | -45.1% | -18.0% | -27.1% | -42.9% |
| YTD | +24.7% | +55.5% | -30.8% | +7.1% |
| 1Y | +19.0% | +69.5% | -50.5% | -0.8% |
| 3Y | +147.0% | +699.7% | -552.6% | +9.9% |
| 5Y | +58.2% | +27.4% | +30.8% | +14.1% |
| 10Y | +122.3% | +335.7% | -213.4% | -0.9% |
| All | +1,250.5% | +34,822.7% | -33,572.1% | +239.5% |
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