+7,237.2%
SMTC vs CNI
+6,494.7%
+742.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.3% |
| 7D | +22.5% | +0.9% | +21.6% | +21.8% |
| 30D | +24.9% | -2.1% | +27.0% | +26.4% |
| 3M | +4.1% | +1.8% | +2.3% | +2.1% |
| 6M | +92.6% | +14.8% | +77.8% | +75.0% |
| YTD | +122.5% | +25.4% | +97.1% | +90.5% |
| 1Y | +166.2% | +32.9% | +133.3% | +118.8% |
| 3Y | +577.2% | +20.2% | +557.0% | +495.3% |
| 5Y | +119.0% | +12.2% | +106.8% | +100.8% |
| 10Y | +527.9% | +136.0% | +391.9% | +273.2% |
| All | +7,237.2% | +6,494.7% | +742.5% | +596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling