-29.1%
FN vs SMTC
+50.9%
-80.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +12.7% | -1.1% | +3.2% |
| 7D | 0.0% | -19.0% | +18.9% | +14.3% |
| 30D | -34.3% | -46.7% | +12.4% | -2.4% |
| 3M | -39.9% | -23.4% | -16.4% | -30.6% |
| 6M | -51.8% | -13.4% | -38.4% | -50.6% |
| YTD | -28.1% | +40.1% | -68.2% | -50.7% |
| 1Y | -29.1% | +47.7% | -76.8% | -53.3% |
| All | -29.1% | +50.9% | -80.0% | -53.3% |
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