+167.1%
NXT vs SMTC
+376.4%
-209.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | -2.6% | +17.5% | -20.1% | -5.9% |
| 30D | -22.4% | +21.3% | -43.7% | -25.9% |
| 3M | -27.3% | +3.1% | -30.5% | -28.7% |
| 6M | -28.5% | +81.7% | -110.2% | -37.3% |
| YTD | -6.6% | +115.9% | -122.6% | -20.6% |
| 1Y | +20.4% | +157.8% | -137.5% | -0.7% |
| 3Y | +90.9% | +557.3% | -466.4% | +14.7% |
| All | +167.1% | +376.4% | -209.4% | +68.7% |
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