+72.2%
SMTC vs CNI
+37.5%
+34.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.1% | -15.0% | -13.1% |
| 7D | -24.5% | +3.7% | -28.3% | -24.9% |
| 30D | -42.5% | +8.1% | -50.5% | -43.4% |
| 3M | -14.1% | +1.9% | -16.0% | -13.9% |
| 6M | +3.6% | +19.2% | -15.6% | -4.3% |
| YTD | +50.6% | +32.7% | +17.9% | +35.0% |
| 1Y | +72.2% | +37.0% | +35.2% | +54.2% |
| All | +72.2% | +37.5% | +34.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling