+5,440.5%
NSC vs SMTC
+43,936.3%
-38,495.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.7% | -15.6% | -4.2% |
| 7D | -6.6% | -19.0% | +12.3% | -4.9% |
| 30D | +2.2% | -46.7% | +48.9% | +8.4% |
| 3M | -6.2% | -23.4% | +17.2% | -5.1% |
| 6M | +1.7% | -13.4% | +15.1% | 0.0% |
| YTD | +12.2% | +40.1% | -27.8% | +3.7% |
| 1Y | +15.4% | +47.7% | -32.3% | +5.7% |
| 3Y | +73.3% | +606.9% | -533.6% | +25.1% |
| 5Y | +24.7% | +14.4% | +10.3% | +7.7% |
| 10Y | +324.5% | +322.5% | +2.0% | +213.6% |
| All | +5,440.5% | +43,936.3% | -38,495.8% | +2,990.1% |
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