+755.5%
FN vs SMTC
+351.6%
+403.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.0% |
| 7D | +20.8% | +30.5% | -9.7% | +7.4% |
| 30D | -17.3% | -30.9% | +13.6% | -2.6% |
| 3M | -38.1% | -14.7% | -23.4% | -34.0% |
| 6M | -44.2% | -9.6% | -34.7% | -42.2% |
| YTD | -22.3% | +62.1% | -84.4% | -37.2% |
| 1Y | -20.9% | +66.6% | -87.5% | -36.5% |
| 3Y | +111.1% | +718.1% | -607.0% | -22.4% |
| 5Y | +191.8% | +32.8% | +159.0% | +117.0% |
| All | +755.5% | +351.6% | +403.9% | +264.5% |
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