+615.9%
SMTC vs NTRS
+168.2%
+447.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.1% |
| 7D | +13.1% | +1.4% | +11.7% | +11.6% |
| 30D | +19.5% | -0.7% | +20.1% | +20.2% |
| 3M | +2.2% | +11.3% | -9.1% | -7.3% |
| 6M | +94.9% | +35.5% | +59.3% | +46.7% |
| YTD | +127.0% | +40.6% | +86.4% | +63.6% |
| 1Y | +174.6% | +49.2% | +125.4% | +87.0% |
| 3Y | +615.9% | +167.2% | +448.7% | +190.3% |
| All | +615.9% | +168.2% | +447.8% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling