+12.5%
FN vs SMTC
+154.8%
-142.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | -2.6% |
| 7D | -1.7% | +12.7% | -14.4% | -9.0% |
| 30D | -22.0% | +22.0% | -44.0% | -30.9% |
| 3M | -43.0% | -12.7% | -30.3% | -39.0% |
| 6M | -27.7% | +64.8% | -92.5% | -48.7% |
| YTD | -10.5% | +100.7% | -111.2% | -42.8% |
| 1Y | +12.5% | +146.9% | -134.4% | -29.7% |
| All | +12.5% | +154.8% | -142.3% | -29.7% |
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