+339.9%
SMTC vs FIVE
+562.8%
-222.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.9% | +7.3% | -18.3% | -13.3% |
| 30D | -39.4% | +18.1% | -57.5% | -43.2% |
| 3M | -13.5% | +7.7% | -21.3% | -16.8% |
| 6M | -6.8% | +13.6% | -20.4% | -13.5% |
| YTD | +54.0% | +34.6% | +19.4% | +34.2% |
| 1Y | +50.8% | +66.2% | -15.5% | +21.2% |
| 3Y | +677.3% | +43.5% | +633.9% | +506.0% |
| 5Y | +28.7% | +20.7% | +8.1% | +2.4% |
| 10Y | +339.9% | +541.5% | -201.6% | +102.8% |
| All | +339.9% | +562.8% | -222.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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