+114.0%
SMTC vs FFIV
+92.2%
+21.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.1% |
| 7D | +22.9% | -1.5% | +24.5% | +24.4% |
| 30D | +16.6% | -2.7% | +19.3% | +19.1% |
| 3M | +2.4% | -1.7% | +4.1% | +4.0% |
| 6M | +98.3% | +36.1% | +62.1% | +55.5% |
| YTD | +120.7% | +52.6% | +68.0% | +55.4% |
| 1Y | +168.3% | +21.5% | +146.7% | +123.5% |
| 3Y | +571.7% | +142.7% | +429.0% | +224.6% |
| 5Y | +114.0% | +92.6% | +21.4% | +23.3% |
| All | +114.0% | +92.2% | +21.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling