+44.6%
FE vs SMTC
+597.8%
-553.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.7% | -14.2% | -1.4% |
| 7D | -1.0% | -19.0% | +18.0% | -1.1% |
| 30D | +4.1% | -46.7% | +50.9% | +4.1% |
| 3M | -1.0% | -23.4% | +22.4% | -1.1% |
| 6M | +4.0% | -13.4% | +17.4% | +3.8% |
| YTD | +6.8% | +40.1% | -33.2% | +6.3% |
| 1Y | +5.3% | +47.7% | -42.4% | +4.8% |
| 3Y | +44.6% | +606.9% | -562.3% | +31.4% |
| All | +44.6% | +597.8% | -553.3% | +31.4% |
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