+67,795.5%
SMTC vs NYT
+754.3%
+67,041.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +17.5% | -0.7% | +18.3% | +17.8% |
| 30D | +21.3% | +4.5% | +16.9% | +19.6% |
| 3M | +3.1% | -8.5% | +11.7% | +4.6% |
| 6M | +81.7% | -15.1% | +96.8% | +87.7% |
| YTD | +115.9% | -3.3% | +119.2% | +113.4% |
| 1Y | +157.8% | +17.0% | +140.8% | +138.5% |
| 3Y | +557.3% | +55.7% | +501.6% | +450.7% |
| 5Y | +114.7% | +38.9% | +75.8% | +83.2% |
| 10Y | +509.5% | +485.3% | +24.2% | +223.3% |
| All | +67,795.5% | +754.3% | +67,041.1% | +31,807.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling