+548.6%
FAST vs SMTC
+382.5%
+166.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.2% | -0.2% |
| 7D | +4.3% | +12.9% | -8.6% | +2.1% |
| 30D | +8.3% | -25.6% | +33.9% | +11.6% |
| 3M | +6.5% | -4.5% | +11.0% | +4.6% |
| 6M | +29.5% | -8.3% | +37.8% | +25.7% |
| YTD | +41.3% | +69.9% | -28.7% | +22.2% |
| 1Y | +37.4% | +73.9% | -36.5% | +18.0% |
| 3Y | +98.5% | +757.7% | -659.1% | +6.8% |
| 5Y | +111.1% | +38.7% | +72.4% | +73.7% |
| 10Y | +548.6% | +376.1% | +172.4% | +280.4% |
| All | +548.6% | +382.5% | +166.0% | +280.4% |
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