+743.6%
FN vs SMTC
+313.7%
+429.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +12.7% | -1.1% | +5.9% |
| 7D | 0.0% | -19.0% | +18.9% | +10.0% |
| 30D | -34.3% | -46.7% | +12.4% | -13.4% |
| 3M | -39.9% | -23.4% | -16.4% | -32.6% |
| 6M | -51.8% | -13.4% | -38.4% | -49.1% |
| YTD | -28.1% | +40.1% | -68.2% | -38.0% |
| 1Y | -29.1% | +47.7% | -76.8% | -39.8% |
| 3Y | +102.4% | +606.9% | -504.5% | -20.7% |
| 5Y | +171.7% | +14.4% | +157.3% | +115.8% |
| All | +743.6% | +313.7% | +429.9% | +297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling