-8.5%
FPS vs SMTC
+56.1%
-64.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.8% | -1.5% |
| 7D | +3.1% | +12.7% | -9.6% | -2.2% |
| 30D | -18.6% | +22.0% | -40.5% | -26.7% |
| 3M | -51.5% | -12.7% | -38.8% | -50.8% |
| 6M | -8.5% | +64.8% | -73.3% | -31.0% |
| All | -8.5% | +56.1% | -64.6% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling