+146.9%
SMTC vs NYT
+15.2%
+131.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.3% |
| 7D | +12.7% | -1.3% | +14.0% | +12.4% |
| 30D | +22.0% | +2.7% | +19.2% | +23.0% |
| 3M | -12.7% | -10.3% | -2.4% | -12.6% |
| 6M | +64.8% | -16.6% | +81.4% | +66.6% |
| YTD | +100.7% | -2.3% | +103.0% | +102.7% |
| 1Y | +146.9% | +15.0% | +131.9% | +148.3% |
| All | +146.9% | +15.2% | +131.7% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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