+499.7%
SMTC vs FFIV
+140.3%
+359.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.7% | +9.6% |
| 7D | +12.7% | -1.0% | +13.7% | +13.5% |
| 30D | +22.0% | -5.1% | +27.0% | +27.1% |
| 3M | -12.7% | -4.5% | -8.2% | -8.9% |
| 6M | +64.8% | +36.5% | +28.3% | +28.8% |
| YTD | +100.7% | +53.0% | +47.7% | +40.4% |
| 1Y | +146.9% | +24.2% | +122.7% | +101.6% |
| All | +499.7% | +140.3% | +359.4% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling