-30.1%
NVTS vs SMTC
+46.9%
-77.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -3.9% |
| 7D | +3.9% | +11.0% | -7.1% | -2.2% |
| 30D | -4.3% | -28.5% | +24.2% | +15.2% |
| 3M | -34.5% | -14.2% | -20.3% | -31.0% |
| 6M | -57.7% | -18.0% | -39.7% | -53.6% |
| YTD | +25.4% | +55.5% | -30.2% | -2.4% |
| 1Y | +13.1% | +69.5% | -56.4% | -15.9% |
| 3Y | +48.9% | +699.7% | -650.7% | -70.1% |
| 5Y | -51.8% | +27.4% | -79.2% | -54.0% |
| All | -30.1% | +46.9% | -77.0% | -35.6% |
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