+5,831.7%
FIX vs SMTC
+434.3%
+5,397.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | -1.3% |
| 7D | +6.0% | +12.7% | -6.7% | +1.6% |
| 30D | -7.2% | +22.0% | -29.2% | -14.3% |
| 3M | -15.9% | -12.7% | -3.2% | -13.2% |
| 6M | +12.7% | +64.8% | -52.0% | -7.7% |
| YTD | +72.8% | +100.7% | -27.9% | +32.3% |
| 1Y | +122.9% | +146.9% | -24.0% | +58.4% |
| 3Y | +774.3% | +456.8% | +317.5% | +321.3% |
| 5Y | +2,049.5% | +89.2% | +1,960.2% | +1,368.2% |
| All | +5,831.7% | +434.3% | +5,397.4% | +2,537.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling