+8,968.5%
FIX vs SMTC
+2,580.3%
+6,388.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.3% | -5.3% | +2.3% |
| 7D | +6.4% | +12.9% | -6.4% | +3.1% |
| 30D | -29.1% | -25.6% | -3.5% | -23.5% |
| 3M | -31.1% | -4.5% | -26.6% | -30.8% |
| 6M | -42.8% | -8.3% | -34.5% | -42.3% |
| YTD | +24.6% | +69.9% | -45.3% | +7.1% |
| 1Y | +21.9% | +73.9% | -52.0% | +4.3% |
| 3Y | +524.9% | +757.7% | -232.8% | +241.0% |
| 5Y | +1,092.2% | +38.7% | +1,053.5% | +840.8% |
| 10Y | +3,759.0% | +376.1% | +3,382.9% | +2,132.3% |
| All | +8,968.5% | +2,580.3% | +6,388.2% | +4,216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling