+67.1%
FDX vs SMTC
+91.8%
-24.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -1.7% |
| 7D | -2.5% | +12.7% | -15.3% | -4.1% |
| 30D | +3.8% | +22.0% | -18.2% | +0.5% |
| 3M | -1.3% | -12.7% | +11.4% | -1.0% |
| 6M | +5.0% | +64.8% | -59.8% | -4.6% |
| YTD | +39.6% | +100.7% | -61.0% | +23.1% |
| 1Y | +81.1% | +146.9% | -65.8% | +53.9% |
| 3Y | +63.0% | +456.8% | -393.8% | +9.1% |
| All | +67.1% | +91.8% | -24.7% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling