+730.1%
NVT vs SMTC
+285.7%
+444.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +7.0% | +22.5% | -15.5% | 0.0% |
| 30D | -2.3% | +24.9% | -27.2% | -9.7% |
| 3M | -3.1% | +4.1% | -7.2% | -6.0% |
| 6M | +47.0% | +92.6% | -45.5% | +14.7% |
| YTD | +56.2% | +122.5% | -66.3% | +16.0% |
| 1Y | +74.5% | +166.2% | -91.7% | +21.6% |
| 3Y | +184.0% | +577.2% | -393.1% | +24.2% |
| 5Y | +410.8% | +119.0% | +291.8% | +227.2% |
| All | +730.1% | +285.7% | +444.4% | +281.5% |
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