+527.9%
SMTC vs FDS
+72.8%
+455.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.0% |
| 7D | +22.5% | -8.8% | +31.3% | +26.1% |
| 30D | +24.9% | -1.4% | +26.3% | +23.9% |
| 3M | +4.1% | +13.9% | -9.8% | -6.2% |
| 6M | +92.6% | +27.4% | +65.2% | +58.1% |
| YTD | +122.5% | -2.5% | +124.9% | +109.3% |
| 1Y | +166.2% | -23.8% | +190.0% | +186.6% |
| 3Y | +577.2% | -32.5% | +609.6% | +681.5% |
| 5Y | +119.0% | -23.2% | +142.2% | +127.3% |
| 10Y | +527.9% | +76.4% | +451.5% | +286.4% |
| All | +527.9% | +72.8% | +455.0% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling