+24.4%
NSC vs SMTC
+13.5%
+10.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.7% | -15.6% | -3.9% |
| 7D | -6.6% | -19.0% | +12.3% | -5.2% |
| 30D | +2.2% | -46.7% | +48.9% | +7.3% |
| 3M | -6.2% | -23.4% | +17.2% | -5.4% |
| 6M | +1.7% | -13.4% | +15.1% | -0.3% |
| YTD | +12.2% | +40.1% | -27.8% | +3.3% |
| 1Y | +15.4% | +47.7% | -32.3% | +5.2% |
| 3Y | +73.3% | +606.9% | -533.6% | +13.0% |
| All | +24.4% | +13.5% | +10.9% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling