+295.8%
FTI vs SMTC
+548.2%
-252.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.3% |
| 7D | -4.4% | +13.1% | -17.5% | -7.5% |
| 30D | +1.5% | +19.5% | -18.0% | -3.9% |
| 3M | +8.2% | +2.2% | +6.0% | +4.4% |
| 6M | +18.8% | +94.9% | -76.0% | -5.9% |
| YTD | +71.7% | +127.0% | -55.3% | +29.5% |
| 1Y | +90.0% | +174.6% | -84.5% | +33.8% |
| 3Y | +270.5% | +615.9% | -345.4% | +56.8% |
| 5Y | +1,084.5% | +125.6% | +958.9% | +658.1% |
| All | +295.8% | +548.2% | -252.4% | +77.7% |
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