+69,298.0%
FAST vs SMTC
+62,999.7%
+6,298.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.5% | -0.4% |
| 7D | -0.4% | +12.7% | -13.1% | -1.9% |
| 30D | -0.8% | +22.0% | -22.8% | -3.7% |
| 3M | +5.8% | -12.7% | +18.4% | +5.9% |
| 6M | +8.0% | +64.8% | -56.8% | -1.2% |
| YTD | +25.6% | +100.7% | -75.1% | +11.8% |
| 1Y | +0.8% | +146.9% | -146.1% | -13.2% |
| 3Y | +86.1% | +456.8% | -370.7% | +33.8% |
| 5Y | +100.2% | +89.2% | +11.0% | +61.7% |
| 10Y | +494.2% | +426.9% | +67.3% | +310.3% |
| All | +69,298.0% | +62,999.7% | +6,298.3% | +33,538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling