+7,433.0%
FIX vs SMTC
+1,859.4%
+5,573.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -17.5% | +5.9% | -7.0% |
| 7D | -27.2% | -35.0% | +7.8% | -18.3% |
| 30D | -46.9% | -53.6% | +6.7% | -35.2% |
| 3M | -44.4% | -24.5% | -19.9% | -40.7% |
| 6M | -50.9% | -19.0% | -31.9% | -48.7% |
| YTD | +3.5% | +24.2% | -20.7% | -3.4% |
| 1Y | -2.1% | +35.6% | -37.7% | -10.5% |
| 3Y | +418.7% | +521.9% | -103.1% | +207.8% |
| 5Y | +894.6% | +1.5% | +893.1% | +752.3% |
| 10Y | +3,465.5% | +274.7% | +3,190.8% | +2,106.9% |
| All | +7,433.0% | +1,859.4% | +5,573.6% | +3,794.9% |
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