+439.5%
SN vs SMTC
+260.5%
+179.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.7% | -10.1% | +0.6% |
| 7D | +7.2% | -19.0% | +26.2% | +10.2% |
| 30D | +20.4% | -46.7% | +67.1% | +32.0% |
| 3M | +23.9% | -23.4% | +47.3% | +25.1% |
| 6M | +93.0% | -13.4% | +106.5% | +83.5% |
| YTD | +99.2% | +40.1% | +59.2% | +66.5% |
| 1Y | +142.6% | +47.7% | +94.9% | +99.4% |
| 3Y | +398.8% | +606.9% | -208.1% | +207.8% |
| All | +439.5% | +260.5% | +179.0% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling