+166.2%
SMTC vs FFIV
+26.5%
+139.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | -1.5% |
| 7D | +22.5% | +3.5% | +19.0% | +19.9% |
| 30D | +24.9% | -1.3% | +26.2% | +25.8% |
| 3M | +4.1% | +2.4% | +1.7% | +3.3% |
| 6M | +92.6% | +41.8% | +50.7% | +67.2% |
| YTD | +122.5% | +58.5% | +64.0% | +87.4% |
| 1Y | +166.2% | +24.3% | +141.9% | +126.2% |
| All | +166.2% | +26.5% | +139.7% | +126.2% |
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