+119.1%
FN vs SMTC
+696.5%
-577.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.8% | -1.0% | +5.7% |
| 7D | +16.3% | -4.8% | +21.1% | +19.2% |
| 30D | -24.7% | -37.8% | +13.1% | -6.3% |
| 3M | -34.9% | -16.5% | -18.5% | -29.6% |
| 6M | -41.1% | -4.4% | -36.7% | -40.3% |
| YTD | -19.6% | +58.0% | -77.6% | -34.0% |
| 1Y | -18.5% | +62.0% | -80.5% | -33.4% |
| 3Y | +119.1% | +745.7% | -626.6% | -1.2% |
| All | +119.1% | +696.5% | -577.4% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling