+1,775.6%
FTI vs SMTC
+320.8%
+1,454.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.1% | +3.2% |
| 7D | +4.3% | +11.0% | -6.7% | +0.9% |
| 30D | -4.7% | -28.5% | +23.8% | +2.6% |
| 3M | -13.5% | -14.2% | +0.7% | -13.4% |
| 6M | -8.7% | -18.0% | +9.3% | -10.5% |
| YTD | +49.0% | +55.5% | -6.5% | +18.3% |
| 1Y | +54.0% | +69.5% | -15.5% | +18.4% |
| 3Y | +211.6% | +699.7% | -488.0% | +23.2% |
| 5Y | +881.9% | +27.4% | +854.5% | +559.2% |
| 10Y | +188.1% | +335.7% | -147.6% | +22.8% |
| All | +1,775.6% | +320.8% | +1,454.7% | +520.8% |
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