+50.8%
SMTC vs FGI
+45.2%
+5.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.9% | -4.1% | -6.8% | -10.8% |
| 30D | -39.4% | -3.4% | -36.1% | -39.4% |
| 3M | -13.5% | +61.8% | -75.3% | -17.0% |
| 6M | -6.8% | +17.0% | -23.9% | -8.9% |
| YTD | +54.0% | +31.4% | +22.6% | +41.1% |
| 1Y | +50.8% | +42.7% | +8.1% | +34.6% |
| All | +50.8% | +45.2% | +5.6% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling