+0.5%
FERG vs SMTC
+169.6%
-169.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.2% |
| 7D | -2.6% | +13.1% | -15.7% | -3.8% |
| 30D | -8.9% | +19.5% | -28.4% | -10.9% |
| 3M | -2.0% | +2.2% | -4.3% | -3.0% |
| 6M | -3.2% | +94.9% | -98.1% | -13.7% |
| YTD | +1.5% | +127.0% | -125.5% | -11.3% |
| 1Y | +0.5% | +174.6% | -174.1% | -13.6% |
| All | +0.5% | +169.6% | -169.1% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling