+212.0%
NXT vs SMTC
+243.1%
-31.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.3% |
| 7D | -9.4% | +11.0% | -20.4% | -11.5% |
| 30D | +15.1% | -28.5% | +43.6% | +21.4% |
| 3M | -9.1% | -14.2% | +5.1% | -8.5% |
| 6M | -30.3% | -18.0% | -12.3% | -29.8% |
| YTD | +9.1% | +55.5% | -46.4% | -2.7% |
| 1Y | +7.9% | +69.5% | -61.7% | -5.1% |
| 3Y | +176.5% | +699.7% | -523.2% | +57.3% |
| All | +212.0% | +243.1% | -31.1% | +106.6% |
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