+7,836.4%
NVDA vs SMTC
+333.2%
+7,503.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.3% |
| 7D | -12.7% | +11.0% | -23.8% | -17.3% |
| 30D | -26.4% | -28.5% | +2.1% | -17.2% |
| 3M | -27.6% | -14.2% | -13.4% | -27.6% |
| 6M | -27.7% | -18.0% | -9.7% | -30.0% |
| YTD | -12.5% | +55.5% | -68.0% | -40.5% |
| 1Y | -12.6% | +69.5% | -82.2% | -43.5% |
| 3Y | +235.9% | +699.7% | -463.7% | -32.0% |
| 5Y | +438.2% | +27.4% | +410.8% | +239.4% |
| All | +7,836.4% | +333.2% | +7,503.2% | +2,127.4% |
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