+915.4%
SMTC vs FFIV
+6,100.0%
-5,184.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.2% | +10.6% | +12.1% |
| 7D | -4.8% | -2.1% | -2.8% | -3.7% |
| 30D | -37.8% | -33.8% | -4.0% | -28.5% |
| 3M | -16.5% | -20.6% | +4.1% | -10.0% |
| 6M | -4.4% | -10.2% | +5.8% | -0.8% |
| YTD | +58.0% | +24.5% | +33.5% | +46.2% |
| 1Y | +62.0% | +29.3% | +32.7% | +48.1% |
| 3Y | +745.7% | +103.8% | +641.9% | +571.2% |
| 5Y | +29.0% | +40.9% | -11.8% | +16.8% |
| 10Y | +351.4% | +126.6% | +224.8% | +252.5% |
| All | +915.4% | +6,100.0% | -5,184.6% | +130.6% |
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 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