-25.7%
FN vs SMTC
+70.8%
-96.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.9% | +6.9% | +2.4% |
| 7D | -7.0% | -24.5% | +17.5% | +11.2% |
| 30D | -24.7% | -42.5% | +17.7% | +6.4% |
| 3M | -35.7% | -14.1% | -21.6% | -31.4% |
| 6M | -52.4% | +3.6% | -56.0% | -57.0% |
| YTD | -25.0% | +50.6% | -75.5% | -50.5% |
| 1Y | -25.7% | +72.2% | -97.9% | -55.9% |
| All | -25.7% | +70.8% | -96.5% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling