+371.1%
SMTC vs NTR
+103.7%
+267.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +22.5% | +0.5% | +21.9% | +22.2% |
| 30D | +24.9% | +21.7% | +3.2% | +15.2% |
| 3M | +4.1% | +22.8% | -18.7% | -5.1% |
| 6M | +92.6% | +8.2% | +84.3% | +82.4% |
| YTD | +122.5% | +32.9% | +89.5% | +90.9% |
| 1Y | +166.2% | +45.3% | +120.9% | +117.7% |
| 3Y | +577.2% | +41.7% | +535.5% | +444.1% |
| 5Y | +119.0% | +49.8% | +69.1% | +52.9% |
| All | +371.1% | +103.7% | +267.4% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling