+11,030.7%
SMTC vs FDS
+10,549.7%
+480.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.6% | +9.2% |
| 7D | +12.9% | -2.1% | +15.0% | +13.8% |
| 30D | -25.6% | +16.0% | -41.6% | -31.2% |
| 3M | -4.5% | +18.8% | -23.3% | -14.8% |
| 6M | -8.3% | +54.1% | -62.4% | -31.5% |
| YTD | +69.9% | +17.0% | +52.9% | +40.6% |
| 1Y | +73.9% | +25.5% | +48.4% | +38.0% |
| 3Y | +757.7% | -23.3% | +781.0% | +751.1% |
| 5Y | +38.7% | -22.6% | +61.3% | +36.5% |
| 10Y | +376.1% | +130.2% | +245.9% | +179.3% |
| All | +11,030.7% | +10,549.7% | +480.9% | +1,591.9% |
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 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