-12.9%
NVTS vs SMTC
+104.0%
-116.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -0.9% | -2.1% |
| 7D | +0.5% | +17.5% | -17.1% | -9.3% |
| 30D | -18.0% | +21.3% | -39.3% | -28.1% |
| 3M | -45.6% | +3.1% | -48.8% | -47.4% |
| 6M | +28.5% | +81.7% | -53.2% | -7.8% |
| YTD | +56.2% | +115.9% | -59.8% | +2.6% |
| 1Y | +97.7% | +157.8% | -60.1% | +17.0% |
| 3Y | +35.0% | +557.3% | -522.3% | -67.0% |
| All | -12.9% | +104.0% | -116.9% | -32.3% |
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