+107.9%
SMTC vs FGI
-70.4%
+178.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.5% | +1.7% | +9.0% |
| 7D | +12.7% | +0.5% | +12.2% | +12.7% |
| 30D | +22.0% | +65.4% | -43.4% | +17.9% |
| 3M | -12.7% | +23.5% | -36.2% | -14.8% |
| 6M | +64.8% | +60.5% | +4.3% | +56.3% |
| YTD | +100.7% | +30.0% | +70.7% | +91.6% |
| 1Y | +146.9% | +82.1% | +64.8% | +130.1% |
| 3Y | +456.8% | -4.4% | +461.2% | +427.8% |
| All | +107.9% | -70.4% | +178.2% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling