+146.9%
SMTC vs NTRS
+46.5%
+100.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.7% | +9.6% |
| 7D | +12.7% | -0.1% | +12.8% | +12.8% |
| 30D | +22.0% | +1.2% | +20.7% | +21.1% |
| 3M | -12.7% | +8.3% | -21.0% | -17.4% |
| 6M | +64.8% | +30.0% | +34.8% | +34.7% |
| YTD | +100.7% | +38.0% | +62.6% | +55.3% |
| 1Y | +146.9% | +47.4% | +99.5% | +84.3% |
| All | +146.9% | +46.5% | +100.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling