+948.1%
FIX vs SMTC
+13.5%
+934.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.7% | -7.3% | +1.1% |
| 7D | -17.5% | -19.0% | +1.5% | -11.2% |
| 30D | -41.6% | -46.7% | +5.2% | -28.2% |
| 3M | -40.6% | -23.4% | -17.2% | -35.7% |
| 6M | -49.4% | -13.4% | -36.0% | -47.7% |
| YTD | +9.2% | +40.1% | -30.9% | -3.2% |
| 1Y | +6.5% | +47.7% | -41.2% | -7.0% |
| 3Y | +448.7% | +606.9% | -158.2% | +209.6% |
| All | +948.1% | +13.5% | +934.6% | +904.4% |
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