+120.1%
SMTC vs NYT
+38.8%
+81.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | +13.1% | -0.6% | +13.7% | +13.4% |
| 30D | +19.5% | +4.6% | +14.9% | +17.5% |
| 3M | +2.2% | -9.6% | +11.8% | +4.3% |
| 6M | +94.9% | -14.0% | +108.9% | +101.7% |
| YTD | +127.0% | -2.8% | +129.8% | +120.9% |
| 1Y | +174.6% | +15.6% | +159.0% | +144.4% |
| 3Y | +615.9% | +56.3% | +559.6% | +436.7% |
| All | +120.1% | +38.8% | +81.3% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling