+323.8%
SN vs SMTC
+468.0%
-144.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | -0.9% |
| 7D | +0.1% | +22.9% | -22.8% | -3.9% |
| 30D | -5.6% | +16.6% | -22.2% | -9.1% |
| 3M | +48.1% | +2.4% | +45.7% | +43.8% |
| 6M | +57.6% | +98.3% | -40.6% | +28.6% |
| YTD | +56.5% | +120.7% | -64.2% | +23.9% |
| 1Y | +52.6% | +168.3% | -115.7% | +14.3% |
| 3Y | +412.0% | +571.7% | -159.7% | +185.5% |
| All | +323.8% | +468.0% | -144.2% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling