+1,072.7%
FTI vs SMTC
+112.1%
+960.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.4% |
| 7D | -5.6% | +17.5% | -23.1% | -8.0% |
| 30D | +0.4% | +21.3% | -20.9% | -2.9% |
| 3M | +8.1% | +3.1% | +5.0% | +6.0% |
| 6M | +16.7% | +81.7% | -65.0% | +3.4% |
| YTD | +70.0% | +115.9% | -46.0% | +46.1% |
| 1Y | +85.4% | +157.8% | -72.4% | +53.8% |
| 3Y | +265.9% | +557.3% | -291.4% | +137.4% |
| 5Y | +1,072.7% | +114.7% | +958.1% | +934.8% |
| All | +1,072.7% | +112.1% | +960.6% | +934.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling