+67.7%
FERG vs SMTC
+122.8%
-55.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | 0.0% |
| 7D | -2.6% | +13.1% | -15.7% | -4.4% |
| 30D | -8.9% | +19.5% | -28.4% | -11.8% |
| 3M | -2.0% | +2.2% | -4.3% | -3.9% |
| 6M | -3.2% | +94.9% | -98.1% | -15.5% |
| YTD | +1.5% | +127.0% | -125.5% | -13.8% |
| 1Y | +0.5% | +174.6% | -174.1% | -17.9% |
| 3Y | +50.4% | +615.9% | -565.5% | -9.2% |
| All | +67.7% | +122.8% | -55.1% | +34.1% |
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