+527.9%
SMTC vs FFIV
+239.4%
+288.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | -2.1% |
| 7D | +22.5% | +3.5% | +19.0% | +19.3% |
| 30D | +24.9% | -1.3% | +26.2% | +26.2% |
| 3M | +4.1% | +2.4% | +1.7% | +2.4% |
| 6M | +92.6% | +41.8% | +50.7% | +49.4% |
| YTD | +122.5% | +58.5% | +64.0% | +56.9% |
| 1Y | +166.2% | +24.3% | +141.9% | +121.2% |
| 3Y | +577.2% | +152.0% | +425.1% | +242.5% |
| 5Y | +119.0% | +99.1% | +19.8% | +28.5% |
| 10Y | +527.9% | +242.8% | +285.1% | +172.6% |
| All | +527.9% | +239.4% | +288.5% | +172.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling