-7.8%
NVTS vs SMTC
+89.6%
-97.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.2% | -2.9% | +0.7% |
| 7D | +2.7% | +12.7% | -10.0% | -4.5% |
| 30D | -4.5% | +22.0% | -26.4% | -16.5% |
| 3M | -61.5% | -12.7% | -48.9% | -58.4% |
| 6M | +28.0% | +64.8% | -36.8% | -2.2% |
| YTD | +65.3% | +100.7% | -35.4% | +13.9% |
| 1Y | +113.0% | +146.9% | -33.9% | +30.2% |
| 3Y | +34.7% | +456.8% | -422.1% | -62.6% |
| All | -7.8% | +89.6% | -97.4% | -24.9% |
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