+615.9%
SMTC vs CNI
+19.7%
+596.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.5% |
| 7D | +13.1% | -0.4% | +13.5% | +13.4% |
| 30D | +19.5% | -2.7% | +22.2% | +21.6% |
| 3M | +2.2% | +3.9% | -1.7% | -1.7% |
| 6M | +94.9% | +16.4% | +78.5% | +70.4% |
| YTD | +127.0% | +25.8% | +101.1% | +86.0% |
| 1Y | +174.6% | +32.4% | +142.2% | +114.4% |
| 3Y | +615.9% | +19.1% | +596.8% | +456.7% |
| All | +615.9% | +19.7% | +596.2% | +456.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling