+67.7%
FERG vs SMTC
+698.5%
-630.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | +9.7% | +11.0% | -1.3% | +8.5% |
| 30D | +15.0% | -28.5% | +43.5% | +18.2% |
| 3M | +3.8% | -14.2% | +18.0% | +3.5% |
| 6M | +10.6% | -18.0% | +28.6% | +9.5% |
| YTD | +17.0% | +55.5% | -38.5% | +6.0% |
| 1Y | +7.1% | +69.5% | -62.4% | -4.2% |
| 3Y | +67.7% | +699.7% | -631.9% | +12.3% |
| All | +67.7% | +698.5% | -630.8% | +12.3% |
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