+11.4%
FPS vs SMTC
+104.7%
-93.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.0% | -6.9% | -1.4% |
| 7D | +10.4% | +22.9% | -12.6% | +0.4% |
| 30D | -16.5% | +16.6% | -33.2% | -23.1% |
| 3M | -45.5% | +2.4% | -47.9% | -48.2% |
| 6M | +2.1% | +98.3% | -96.2% | -34.7% |
| All | +11.4% | +104.7% | -93.3% | -27.9% |
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