+2,622.7%
NVDL vs SMTC
+424.1%
+2,198.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | -0.8% | +22.5% | -23.3% | -11.3% |
| 30D | +3.4% | +24.9% | -21.5% | -9.6% |
| 3M | +8.1% | +4.1% | +4.0% | +1.2% |
| 6M | +31.9% | +92.6% | -60.7% | -15.4% |
| YTD | +21.1% | +122.5% | -101.4% | -28.8% |
| 1Y | +34.0% | +166.2% | -132.2% | -29.5% |
| 3Y | +677.9% | +577.2% | +100.8% | +153.8% |
| All | +2,622.7% | +424.1% | +2,198.6% | +851.8% |
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