+10,251.1%
SMTC vs FDS
+10,290.2%
-39.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +13.0% |
| 7D | -4.8% | -5.0% | +0.1% | -3.3% |
| 30D | -37.8% | +13.8% | -51.6% | -42.1% |
| 3M | -16.5% | +14.8% | -31.3% | -24.5% |
| 6M | -4.4% | +47.4% | -51.8% | -27.3% |
| YTD | +58.0% | +14.2% | +43.9% | +32.0% |
| 1Y | +62.0% | +26.6% | +35.4% | +27.6% |
| 3Y | +745.7% | -24.4% | +770.1% | +743.2% |
| 5Y | +29.0% | -22.6% | +51.7% | +26.7% |
| 10Y | +351.4% | +130.0% | +221.4% | +164.4% |
| All | +10,251.1% | +10,290.2% | -39.1% | +1,488.3% |
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 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