+575.6%
NUE vs SMTC
+548.2%
+27.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.5% |
| 7D | -0.6% | +13.1% | -13.7% | -3.4% |
| 30D | -4.6% | +19.5% | -24.0% | -8.8% |
| 3M | -0.3% | +2.2% | -2.6% | -3.4% |
| 6M | +51.9% | +94.9% | -43.0% | +24.4% |
| YTD | +60.0% | +127.0% | -67.0% | +25.6% |
| 1Y | +82.9% | +174.6% | -91.7% | +35.6% |
| 3Y | +66.0% | +615.9% | -549.9% | -20.5% |
| 5Y | +149.0% | +125.6% | +23.3% | +66.4% |
| All | +575.6% | +548.2% | +27.4% | +191.2% |
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 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