+450.0%
SN vs SMTC
+698.5%
-248.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.5% |
| 7D | +1.5% | +11.0% | -9.5% | -0.5% |
| 30D | +21.5% | -28.5% | +50.0% | +27.0% |
| 3M | +20.0% | -14.2% | +34.3% | +18.7% |
| 6M | +119.9% | -18.0% | +137.9% | +112.8% |
| YTD | +102.3% | +55.5% | +46.8% | +62.1% |
| 1Y | +148.0% | +69.5% | +78.5% | +93.4% |
| 3Y | +450.0% | +699.7% | -249.6% | +189.3% |
| All | +450.0% | +698.5% | -248.5% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling