+143.3%
FN vs SMTC
-0.6%
+143.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -17.5% | +3.3% | -6.6% |
| 7D | -16.0% | -35.0% | +19.0% | +1.5% |
| 30D | -40.1% | -53.6% | +13.5% | -16.7% |
| 3M | -43.9% | -24.5% | -19.4% | -36.7% |
| 6M | -55.6% | -19.0% | -36.7% | -51.5% |
| YTD | -35.7% | +24.2% | -59.9% | -40.5% |
| 1Y | -39.8% | +35.6% | -75.4% | -45.9% |
| 3Y | +80.3% | +521.9% | -441.6% | -12.8% |
| 5Y | +143.3% | +1.5% | +141.8% | +130.7% |
| All | +143.3% | -0.6% | +143.9% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling