+49.0%
FE vs SMTC
+91.8%
-42.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -0.8% |
| 7D | +1.9% | +12.7% | -10.8% | +1.7% |
| 30D | -1.2% | +22.0% | -23.1% | -1.7% |
| 3M | +3.5% | -12.7% | +16.2% | +3.6% |
| 6M | -6.1% | +64.8% | -70.8% | -7.8% |
| YTD | +7.6% | +100.7% | -93.1% | +4.9% |
| 1Y | +11.9% | +146.9% | -135.0% | +8.2% |
| 3Y | +48.4% | +456.8% | -408.4% | +32.9% |
| All | +49.0% | +91.8% | -42.8% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling