+76.0%
SMTC vs FGI
-68.3%
+144.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.9% | +4.5% | +10.2% |
| 7D | +12.9% | +6.9% | +6.0% | +12.7% |
| 30D | -25.6% | +3.9% | -29.5% | -25.7% |
| 3M | -4.5% | +74.3% | -78.8% | -7.9% |
| 6M | -8.3% | +28.9% | -37.2% | -10.8% |
| YTD | +69.9% | +39.1% | +30.8% | +61.7% |
| 1Y | +73.9% | +49.3% | +24.6% | +64.9% |
| 3Y | +757.7% | +5.7% | +751.9% | +708.8% |
| All | +76.0% | -68.3% | +144.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling