+105.0%
FAST vs SMTC
+0.6%
+104.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.5% | +16.9% | +0.7% |
| 7D | +0.7% | -35.0% | +35.7% | +3.7% |
| 30D | +4.6% | -53.6% | +58.2% | +10.4% |
| 3M | +6.4% | -24.5% | +30.9% | +7.2% |
| 6M | +20.6% | -19.0% | +39.6% | +19.5% |
| YTD | +34.7% | +24.2% | +10.4% | +27.2% |
| 1Y | +29.7% | +35.6% | -6.0% | +21.2% |
| 3Y | +89.9% | +521.9% | -431.9% | +32.8% |
| All | +105.0% | +0.6% | +104.3% | +101.9% |
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 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