+120.1%
SMTC vs NTRS
+93.2%
+26.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.3% |
| 7D | +13.1% | +1.4% | +11.7% | +11.9% |
| 30D | +19.5% | -0.7% | +20.1% | +20.1% |
| 3M | +2.2% | +11.3% | -9.1% | -5.5% |
| 6M | +94.9% | +35.5% | +59.3% | +55.8% |
| YTD | +127.0% | +40.6% | +86.4% | +75.9% |
| 1Y | +174.6% | +49.2% | +125.4% | +103.9% |
| 3Y | +615.9% | +167.2% | +448.7% | +264.4% |
| All | +120.1% | +93.2% | +26.9% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling