+109.2%
FE vs SMTC
+493.3%
-384.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.6% | -1.4% |
| 7D | +0.6% | +22.9% | -22.3% | -1.0% |
| 30D | -2.1% | +16.6% | -18.8% | -3.6% |
| 3M | +2.6% | +2.4% | +0.2% | +1.5% |
| 6M | -6.8% | +98.3% | -105.0% | -13.7% |
| YTD | +6.9% | +120.7% | -113.8% | -2.2% |
| 1Y | +11.6% | +168.3% | -156.7% | -0.3% |
| 3Y | +47.7% | +571.7% | -524.0% | +8.7% |
| 5Y | +46.2% | +114.0% | -67.8% | +26.0% |
| 10Y | +109.2% | +497.0% | -387.8% | +46.6% |
| All | +109.2% | +493.3% | -384.1% | +46.6% |
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