+146.9%
SMTC vs FFIV
+25.9%
+121.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.5% |
| 7D | +12.7% | -1.0% | +13.7% | +13.3% |
| 30D | +22.0% | -5.1% | +27.0% | +25.6% |
| 3M | -12.7% | -4.5% | -8.2% | -9.8% |
| 6M | +64.8% | +36.5% | +28.3% | +46.4% |
| YTD | +100.7% | +53.0% | +47.7% | +72.8% |
| 1Y | +146.9% | +24.2% | +122.7% | +114.3% |
| All | +146.9% | +25.9% | +121.0% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling