+152.4%
FDX vs SMTC
+373.4%
-221.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -1.0% |
| 7D | -2.1% | +12.9% | -14.9% | -4.9% |
| 30D | +10.4% | -25.6% | +36.0% | +14.9% |
| 3M | +0.5% | -4.5% | +5.0% | -2.5% |
| 6M | +6.5% | -8.3% | +14.8% | +1.7% |
| YTD | +40.2% | +69.9% | -29.7% | +14.9% |
| 1Y | +52.1% | +73.9% | -21.8% | +23.3% |
| 3Y | +72.8% | +757.7% | -684.8% | -23.9% |
| 5Y | +76.3% | +38.7% | +37.6% | +35.0% |
| All | +152.4% | +373.4% | -221.1% | +25.6% |
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