+74.1%
FDX vs SMTC
+698.5%
-624.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.8% |
| 7D | +5.2% | +11.0% | -5.8% | +4.2% |
| 30D | +11.3% | -28.5% | +39.8% | +13.7% |
| 3M | -4.1% | -14.2% | +10.1% | -4.5% |
| 6M | +9.6% | -18.0% | +27.6% | +8.5% |
| YTD | +40.9% | +55.5% | -14.6% | +29.4% |
| 1Y | +53.0% | +69.5% | -16.5% | +39.1% |
| 3Y | +74.1% | +699.7% | -625.6% | +24.1% |
| All | +74.1% | +698.5% | -624.5% | +24.1% |
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 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