+176.3%
SMTC vs NIO
-36.8%
+213.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.2% | +10.0% |
| 7D | +22.9% | -6.7% | +29.6% | +24.3% |
| 30D | +16.6% | -20.0% | +36.7% | +21.0% |
| 3M | +2.4% | -30.5% | +32.9% | +8.8% |
| 6M | +98.3% | -20.7% | +119.0% | +104.9% |
| YTD | +120.7% | -25.7% | +146.4% | +130.0% |
| 1Y | +168.3% | -38.6% | +206.8% | +187.5% |
| 3Y | +571.7% | -62.3% | +634.0% | +633.1% |
| 5Y | +114.0% | -90.1% | +204.1% | +164.0% |
| All | +176.3% | -36.8% | +213.2% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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