+50.9%
FERG vs SMTC
+565.9%
-515.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +0.9% | +22.5% | -21.6% | -1.5% |
| 30D | -15.1% | +24.9% | -39.9% | -17.6% |
| 3M | -4.8% | +4.1% | -8.9% | -6.4% |
| 6M | -2.5% | +92.6% | -95.0% | -11.9% |
| YTD | +1.8% | +122.5% | -120.7% | -9.8% |
| 1Y | -0.3% | +166.2% | -166.5% | -14.0% |
| All | +50.9% | +565.9% | -515.0% | +5.7% |
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