+331.5%
SMTC vs FDS
+126.6%
+205.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -10.9% | -2.0% | -8.9% | -10.7% |
| 30D | -39.4% | +13.5% | -52.9% | -42.7% |
| 3M | -13.5% | +15.2% | -28.7% | -20.2% |
| 6M | -6.8% | +47.0% | -53.9% | -27.5% |
| YTD | +54.0% | +13.9% | +40.1% | +34.8% |
| 1Y | +50.8% | +25.2% | +25.6% | +22.9% |
| 3Y | +677.3% | -25.3% | +702.7% | +765.0% |
| 5Y | +28.7% | -23.3% | +52.0% | +38.8% |
| All | +331.5% | +126.6% | +205.0% | +142.8% |
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