+146.9%
SMTC vs FDS
-17.4%
+164.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.5% | +12.7% | +7.7% |
| 7D | +12.7% | -1.9% | +14.6% | +11.9% |
| 30D | +22.0% | +9.0% | +13.0% | +27.5% |
| 3M | -12.7% | +18.9% | -31.5% | -2.7% |
| 6M | +64.8% | +35.1% | +29.6% | +85.8% |
| YTD | +100.7% | +5.5% | +95.2% | +122.7% |
| 1Y | +146.9% | -16.8% | +163.7% | +179.9% |
| All | +146.9% | -17.4% | +164.3% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling