+575.3%
FAST vs SMTC
+313.7%
+261.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.7% | -12.6% | -1.6% |
| 7D | +2.1% | -19.0% | +21.1% | +4.5% |
| 30D | +6.9% | -46.7% | +53.6% | +15.4% |
| 3M | +4.8% | -23.4% | +28.3% | +6.2% |
| 6M | +19.8% | -13.4% | +33.2% | +16.7% |
| YTD | +34.9% | +40.1% | -5.2% | +20.0% |
| 1Y | +32.8% | +47.7% | -14.9% | +16.6% |
| 3Y | +93.7% | +606.9% | -513.2% | +7.0% |
| 5Y | +105.3% | +14.4% | +90.9% | +73.6% |
| All | +575.3% | +313.7% | +261.7% | +308.6% |
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