+400.6%
NVDA vs SMTC
+560.5%
-159.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.0% | -12.0% | -4.6% |
| 7D | +3.8% | +22.9% | -19.1% | -1.9% |
| 30D | +0.8% | +16.6% | -15.9% | -4.2% |
| 3M | +8.2% | +2.4% | +5.8% | +4.7% |
| 6M | +27.1% | +98.3% | -71.2% | 0.0% |
| YTD | +21.2% | +120.7% | -99.5% | -8.1% |
| 1Y | +34.3% | +168.3% | -134.0% | -4.7% |
| All | +400.6% | +560.5% | -159.9% | +167.4% |
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 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