+107.2%
FAST vs SMTC
+91.8%
+15.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.5% | 0.0% |
| 7D | -0.4% | +12.7% | -13.1% | -1.4% |
| 30D | -0.8% | +22.0% | -22.8% | -2.8% |
| 3M | +5.8% | -12.7% | +18.4% | +6.0% |
| 6M | +8.0% | +64.8% | -56.8% | +1.3% |
| YTD | +25.6% | +100.7% | -75.1% | +15.3% |
| 1Y | +0.8% | +146.9% | -146.1% | -9.8% |
| 3Y | +86.1% | +456.8% | -370.7% | +38.9% |
| All | +107.2% | +91.8% | +15.4% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling