+13,045.8%
SMTC vs FDS
+9,502.8%
+3,543.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.5% | +12.7% | +10.7% |
| 7D | +12.7% | -1.9% | +14.7% | +13.5% |
| 30D | +22.0% | +9.0% | +13.0% | +16.1% |
| 3M | -12.7% | +18.9% | -31.5% | -23.2% |
| 6M | +64.8% | +35.1% | +29.7% | +32.6% |
| YTD | +100.7% | +5.5% | +95.2% | +78.6% |
| 1Y | +146.9% | -16.8% | +163.7% | +141.9% |
| 3Y | +456.8% | -28.1% | +484.9% | +484.3% |
| 5Y | +89.2% | -17.4% | +106.7% | +84.2% |
| 10Y | +426.9% | +85.4% | +341.4% | +249.2% |
| All | +13,045.8% | +9,502.8% | +3,543.0% | +2,049.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling