+32.8%
FAST vs SMTC
+50.9%
-18.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.7% | -12.6% | -0.1% |
| 7D | +2.1% | -19.0% | +21.1% | +2.4% |
| 30D | +6.9% | -46.7% | +53.6% | +8.3% |
| 3M | +4.8% | -23.4% | +28.3% | +4.8% |
| 6M | +19.8% | -13.4% | +33.2% | +18.9% |
| YTD | +34.9% | +40.1% | -5.2% | +28.6% |
| 1Y | +32.8% | +47.7% | -14.9% | +25.3% |
| All | +32.8% | +50.9% | -18.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling