+799.9%
SMTC vs FFIV
+5,965.2%
-5,165.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.3% | +13.0% | +12.8% |
| 7D | -19.0% | -8.1% | -10.8% | -16.2% |
| 30D | -46.7% | -33.4% | -13.3% | -39.0% |
| 3M | -23.4% | -24.7% | +1.3% | -16.0% |
| 6M | -13.4% | -8.8% | -4.6% | -10.7% |
| YTD | +40.1% | +21.8% | +18.3% | +30.5% |
| 1Y | +47.7% | +25.3% | +22.4% | +36.3% |
| 3Y | +606.9% | +101.2% | +505.8% | +463.3% |
| 5Y | +14.4% | +40.2% | -25.8% | +3.7% |
| 10Y | +322.5% | +129.0% | +193.5% | +229.0% |
| All | +799.9% | +5,965.2% | -5,165.2% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling