+181.9%
FANG vs SMTC
+548.2%
-366.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.3% |
| 7D | +2.9% | +13.1% | -10.2% | +0.1% |
| 30D | +2.6% | +19.5% | -16.8% | -2.1% |
| 3M | +7.6% | +2.2% | +5.3% | +4.1% |
| 6M | +17.3% | +94.9% | -77.6% | -4.9% |
| YTD | +38.7% | +127.0% | -88.3% | +7.0% |
| 1Y | +51.6% | +174.6% | -122.9% | +9.6% |
| 3Y | +50.0% | +615.9% | -566.0% | -33.9% |
| 5Y | +237.6% | +125.6% | +112.0% | +121.3% |
| All | +181.9% | +548.2% | -366.3% | +31.7% |
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