+509.1%
FAST vs SMTC
+434.3%
+74.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.5% | -0.6% |
| 7D | -0.4% | +12.7% | -13.1% | -2.2% |
| 30D | -0.8% | +22.0% | -22.8% | -4.3% |
| 3M | +5.8% | -12.7% | +18.4% | +6.0% |
| 6M | +8.0% | +64.8% | -56.8% | -3.7% |
| YTD | +25.6% | +100.7% | -75.1% | +7.9% |
| 1Y | +0.8% | +146.9% | -146.1% | -17.2% |
| 3Y | +86.1% | +456.8% | -370.7% | +13.2% |
| 5Y | +100.2% | +89.2% | +11.0% | +56.2% |
| All | +509.1% | +434.3% | +74.8% | +217.3% |
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