+114.0%
SMTC vs FDS
-20.4%
+134.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.3% | +14.3% | +10.3% |
| 7D | +22.9% | -5.4% | +28.3% | +23.4% |
| 30D | +16.6% | +1.6% | +15.1% | +16.0% |
| 3M | +2.4% | +17.7% | -15.3% | -1.8% |
| 6M | +98.3% | +29.1% | +69.2% | +80.1% |
| YTD | +120.7% | +1.0% | +119.7% | +122.6% |
| 1Y | +168.3% | -21.6% | +189.9% | +209.0% |
| 3Y | +571.7% | -30.1% | +601.8% | +720.3% |
| 5Y | +114.0% | -20.7% | +134.7% | +194.3% |
| All | +114.0% | -20.4% | +134.4% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling