+98.1%
NU vs SMTC
+579.3%
-481.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.8% | -3.3% |
| 7D | -4.9% | +13.1% | -18.0% | -6.5% |
| 30D | +7.8% | +19.5% | -11.6% | +4.8% |
| 3M | +20.9% | +2.2% | +18.7% | +18.7% |
| 6M | +0.9% | +94.9% | -94.0% | -11.9% |
| YTD | -12.7% | +127.0% | -139.6% | -25.6% |
| 1Y | -6.4% | +174.6% | -181.0% | -23.0% |
| 3Y | +98.1% | +615.9% | -517.8% | +42.9% |
| All | +98.1% | +579.3% | -481.2% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling