+750.3%
NVT vs SMTC
+293.5%
+456.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.4% | +3.0% |
| 7D | +4.1% | +13.1% | -9.0% | -0.1% |
| 30D | -5.1% | +19.5% | -24.6% | -11.0% |
| 3M | -1.2% | +2.2% | -3.4% | -3.7% |
| 6M | +46.6% | +94.9% | -48.3% | +13.9% |
| YTD | +60.0% | +127.0% | -67.0% | +18.1% |
| 1Y | +70.8% | +174.6% | -103.8% | +17.8% |
| 3Y | +187.5% | +615.9% | -428.4% | +23.3% |
| 5Y | +426.1% | +125.6% | +300.5% | +233.5% |
| All | +750.3% | +293.5% | +456.7% | +288.3% |
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