+2,159.9%
FTI vs SMTC
+443.1%
+1,716.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -2.9% |
| 7D | +5.3% | +12.7% | -7.5% | +1.7% |
| 30D | +15.3% | +22.0% | -6.6% | +7.6% |
| 3M | +15.8% | -12.7% | +28.4% | +16.1% |
| 6M | +22.6% | +64.8% | -42.2% | -0.2% |
| YTD | +79.5% | +100.7% | -21.1% | +37.1% |
| 1Y | +102.0% | +146.9% | -44.9% | +42.8% |
| 3Y | +315.8% | +456.8% | -141.0% | +89.3% |
| 5Y | +1,129.5% | +89.2% | +1,040.3% | +654.8% |
| 10Y | +320.9% | +426.9% | -105.9% | +75.9% |
| All | +2,159.9% | +443.1% | +1,716.8% | +619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling