+67,795.5%
SMTC vs NTRS
+7,716.8%
+60,078.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.6% |
| 7D | +17.5% | +0.3% | +17.2% | +17.2% |
| 30D | +21.3% | +0.2% | +21.2% | +21.3% |
| 3M | +3.1% | +13.2% | -10.1% | -3.3% |
| 6M | +81.7% | +36.9% | +44.8% | +54.2% |
| YTD | +115.9% | +39.1% | +76.8% | +81.4% |
| 1Y | +157.8% | +50.4% | +107.4% | +108.2% |
| 3Y | +557.3% | +166.8% | +390.5% | +302.6% |
| 5Y | +114.7% | +92.9% | +21.8% | +51.5% |
| 10Y | +509.5% | +255.7% | +253.8% | +216.8% |
| All | +67,795.5% | +7,716.8% | +60,078.7% | +7,559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling