+3,916.3%
FDX vs SMTC
+43,936.3%
-40,019.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.7% | -15.5% | -4.3% |
| 7D | -1.6% | -19.0% | +17.3% | +0.4% |
| 30D | +6.6% | -46.7% | +53.3% | +13.9% |
| 3M | -2.1% | -23.4% | +21.4% | -0.9% |
| 6M | +2.2% | -13.4% | +15.6% | +0.4% |
| YTD | +33.9% | +40.1% | -6.1% | +23.1% |
| 1Y | +50.2% | +47.7% | +2.6% | +36.7% |
| 3Y | +65.5% | +606.9% | -541.4% | +16.0% |
| 5Y | +74.1% | +14.4% | +59.7% | +49.1% |
| 10Y | +156.7% | +322.5% | -165.8% | +86.4% |
| All | +3,916.3% | +43,936.3% | -40,019.9% | +2,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling