+156.3%
FDX vs SMTC
+365.8%
-209.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.8% | -9.4% | +1.0% |
| 7D | +0.2% | -4.8% | +5.0% | +0.3% |
| 30D | +9.3% | -37.8% | +47.1% | +17.8% |
| 3M | +0.5% | -16.5% | +17.0% | +0.2% |
| 6M | +5.3% | -4.4% | +9.7% | -0.6% |
| YTD | +38.6% | +58.0% | -19.4% | +15.2% |
| 1Y | +53.5% | +62.0% | -8.5% | +26.1% |
| 3Y | +74.2% | +745.7% | -671.5% | -23.6% |
| 5Y | +75.3% | +29.0% | +46.2% | +36.2% |
| 10Y | +156.3% | +351.4% | -195.1% | +32.1% |
| All | +156.3% | +365.8% | -209.5% | +32.1% |
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