+5,605.4%
NSC vs SMTC
+62,999.7%
-57,394.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | -0.5% |
| 7D | -5.5% | +12.7% | -18.3% | -6.8% |
| 30D | -3.2% | +22.0% | -25.2% | -5.8% |
| 3M | +7.7% | -12.7% | +20.3% | +7.7% |
| 6M | +4.5% | +64.8% | -60.3% | -3.5% |
| YTD | +15.6% | +100.7% | -85.1% | +4.0% |
| 1Y | +19.8% | +146.9% | -127.1% | +4.8% |
| 3Y | +70.1% | +456.8% | -386.7% | +27.4% |
| 5Y | +46.1% | +89.2% | -43.1% | +20.9% |
| 10Y | +328.1% | +426.9% | -98.8% | +212.1% |
| All | +5,605.4% | +62,999.7% | -57,394.4% | +2,999.8% |
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 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