+184.1%
FTI vs SMTC
+333.2%
-149.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.1% | +3.1% |
| 7D | +4.3% | +11.0% | -6.7% | +1.3% |
| 30D | -4.7% | -28.5% | +23.8% | +1.9% |
| 3M | -13.5% | -14.2% | +0.7% | -13.4% |
| 6M | -8.7% | -18.0% | +9.3% | -10.2% |
| YTD | +49.0% | +55.5% | -6.5% | +20.2% |
| 1Y | +54.0% | +69.5% | -15.5% | +20.6% |
| 3Y | +211.6% | +699.7% | -488.0% | +20.1% |
| 5Y | +881.9% | +27.4% | +854.5% | +642.8% |
| All | +184.1% | +333.2% | -149.1% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling