+2,105.4%
FIX vs SMTC
+91.8%
+2,013.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | -1.1% |
| 7D | +6.0% | +12.7% | -6.7% | +1.9% |
| 30D | -7.2% | +22.0% | -29.2% | -13.7% |
| 3M | -15.9% | -12.7% | -3.2% | -13.4% |
| 6M | +12.7% | +64.8% | -52.0% | -5.5% |
| YTD | +72.8% | +100.7% | -27.9% | +36.7% |
| 1Y | +122.9% | +146.9% | -24.0% | +65.6% |
| 3Y | +774.3% | +456.8% | +317.5% | +398.8% |
| All | +2,105.4% | +91.8% | +2,013.6% | +1,666.3% |
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 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