+66.1%
FDX vs SMTC
+514.4%
-448.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -1.4% |
| 7D | -2.5% | +12.7% | -15.3% | -3.7% |
| 30D | +3.8% | +22.0% | -18.2% | +1.2% |
| 3M | -1.3% | -12.7% | +11.4% | -1.0% |
| 6M | +5.0% | +64.8% | -59.8% | -2.3% |
| YTD | +39.6% | +100.7% | -61.0% | +27.1% |
| 1Y | +81.1% | +146.9% | -65.8% | +60.6% |
| All | +66.1% | +514.4% | -448.3% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling