+17.3%
FANG vs SMTC
+91.7%
-74.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.1% |
| 7D | +2.9% | +13.1% | -10.2% | +3.2% |
| 30D | +2.6% | +19.5% | -16.8% | +3.2% |
| 3M | +7.6% | +2.2% | +5.3% | +8.2% |
| 6M | +17.3% | +94.9% | -77.6% | +31.2% |
| All | +17.3% | +91.7% | -74.4% | +31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling