+109.8%
FE vs SMTC
+312.8%
-203.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.2% | -1.3% |
| 7D | 0.0% | -19.0% | +18.9% | +1.2% |
| 30D | +5.2% | -46.7% | +51.9% | +9.4% |
| 3M | 0.0% | -23.4% | +23.4% | +0.7% |
| 6M | +5.0% | -13.4% | +18.4% | +3.6% |
| YTD | +7.9% | +40.1% | -32.2% | +1.2% |
| 1Y | +6.3% | +47.7% | -41.3% | -0.9% |
| 3Y | +46.0% | +606.9% | -560.9% | +2.8% |
| 5Y | +45.6% | +14.4% | +31.3% | +33.7% |
| All | +109.8% | +312.8% | -203.0% | +58.5% |
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