+380.6%
SMTC vs NTR
+97.9%
+282.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +13.1% | -1.3% | +14.4% | +13.7% |
| 30D | +19.5% | +16.8% | +2.7% | +12.0% |
| 3M | +2.2% | +20.7% | -18.5% | -6.2% |
| 6M | +94.9% | +0.5% | +94.3% | +90.6% |
| YTD | +127.0% | +29.2% | +97.8% | +97.0% |
| 1Y | +174.6% | +39.6% | +135.0% | +128.3% |
| 3Y | +615.9% | +37.9% | +578.1% | +481.4% |
| 5Y | +125.6% | +47.1% | +78.5% | +58.3% |
| All | +380.6% | +97.9% | +282.6% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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