+3,689.8%
FN vs SMTC
+761.8%
+2,927.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | -1.1% |
| 7D | -1.7% | +12.7% | -14.4% | -7.0% |
| 30D | -22.0% | +22.0% | -44.0% | -28.6% |
| 3M | -43.0% | -12.7% | -30.3% | -39.6% |
| 6M | -27.7% | +64.8% | -92.5% | -42.8% |
| YTD | -10.5% | +100.7% | -111.2% | -35.0% |
| 1Y | +12.5% | +146.9% | -134.4% | -25.7% |
| 3Y | +153.8% | +456.8% | -303.0% | -1.1% |
| 5Y | +288.0% | +89.2% | +198.8% | +133.2% |
| 10Y | +906.4% | +426.9% | +479.6% | +217.4% |
| All | +3,689.8% | +761.8% | +2,927.9% | +842.5% |
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 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