+9,536.7%
SMTC vs NVS
+1,078.6%
+8,458.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -13.9% | +23.9% | +16.3% |
| 7D | +22.9% | -14.6% | +37.6% | +30.4% |
| 30D | +16.6% | -11.9% | +28.6% | +21.2% |
| 3M | +2.4% | -6.0% | +8.4% | +2.4% |
| 6M | +98.3% | -11.4% | +109.7% | +104.2% |
| YTD | +120.7% | +2.9% | +117.8% | +111.0% |
| 1Y | +168.3% | +10.2% | +158.0% | +147.6% |
| 3Y | +571.7% | +55.3% | +516.4% | +411.2% |
| 5Y | +114.0% | +89.6% | +24.4% | +44.5% |
| 10Y | +497.0% | +176.1% | +320.9% | +240.7% |
| All | +9,536.7% | +1,078.6% | +8,458.1% | +2,998.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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