+49.8%
FE vs SMTC
+732.3%
-682.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -0.1% |
| 7D | -0.3% | +30.5% | -30.8% | -0.2% |
| 30D | +3.9% | -30.9% | +34.8% | +3.9% |
| 3M | -0.1% | -14.7% | +14.6% | -0.1% |
| 6M | +6.1% | -9.6% | +15.7% | +6.0% |
| YTD | +8.1% | +62.1% | -54.0% | +7.7% |
| 1Y | +4.4% | +66.6% | -62.2% | +4.0% |
| All | +49.8% | +732.3% | -682.6% | +40.1% |
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