+822.5%
NOW vs SMTC
+434.3%
+388.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.2% | -12.2% | -5.0% |
| 7D | -2.4% | +12.7% | -15.1% | -5.1% |
| 30D | +20.5% | +22.0% | -1.5% | +13.4% |
| 3M | +18.3% | -12.7% | +31.0% | +17.2% |
| 6M | +24.1% | +64.8% | -40.7% | +0.6% |
| YTD | -7.8% | +100.7% | -108.5% | -29.9% |
| 1Y | -21.4% | +146.9% | -168.3% | -44.7% |
| 3Y | +19.5% | +456.8% | -437.3% | -47.9% |
| 5Y | +4.1% | +89.2% | -85.2% | -30.8% |
| All | +822.5% | +434.3% | +388.3% | +298.8% |
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