+46.0%
FE vs SMTC
+26.3%
+19.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.1% |
| 7D | +1.2% | +11.0% | -9.8% | +1.0% |
| 30D | +4.5% | -28.5% | +33.0% | +5.0% |
| 3M | +1.3% | -14.2% | +15.6% | +1.3% |
| 6M | +8.7% | -18.0% | +26.7% | +8.4% |
| YTD | +9.2% | +55.5% | -46.3% | +6.8% |
| 1Y | +7.0% | +69.5% | -62.6% | +4.2% |
| 3Y | +51.4% | +699.7% | -648.3% | +30.2% |
| All | +46.0% | +26.3% | +19.7% | +40.8% |
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