+2,625.3%
FN vs SMTC
+433.4%
+2,191.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -17.5% | +3.3% | -6.2% |
| 7D | -16.0% | -35.0% | +19.0% | +2.5% |
| 30D | -40.1% | -53.6% | +13.5% | -15.1% |
| 3M | -43.9% | -24.5% | -19.4% | -36.6% |
| 6M | -55.6% | -19.0% | -36.7% | -51.8% |
| YTD | -35.7% | +24.2% | -59.9% | -42.3% |
| 1Y | -39.8% | +35.6% | -75.4% | -47.8% |
| 3Y | +80.3% | +521.9% | -441.6% | -31.9% |
| 5Y | +143.3% | +1.5% | +141.8% | +94.2% |
| 10Y | +682.3% | +274.7% | +407.6% | +182.5% |
| All | +2,625.3% | +433.4% | +2,191.9% | +736.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling