+547.9%
FAST vs SMTC
+365.8%
+182.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.8% | -9.8% | +1.2% |
| 7D | +3.8% | -4.8% | +8.7% | +3.9% |
| 30D | +8.1% | -37.8% | +45.9% | +14.2% |
| 3M | +5.8% | -16.5% | +22.3% | +5.9% |
| 6M | +24.9% | -4.4% | +29.3% | +20.1% |
| YTD | +38.9% | +58.0% | -19.1% | +21.5% |
| 1Y | +36.5% | +62.0% | -25.5% | +18.4% |
| 3Y | +98.1% | +745.7% | -647.5% | +6.2% |
| 5Y | +109.3% | +29.0% | +80.3% | +74.0% |
| 10Y | +547.9% | +351.4% | +196.6% | +294.9% |
| All | +547.9% | +365.8% | +182.1% | +294.9% |
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