+351.4%
SMTC vs FIVE
+596.6%
-245.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.6% | +7.2% | +10.7% |
| 7D | -4.8% | +6.2% | -11.0% | -7.0% |
| 30D | -37.8% | +18.2% | -56.0% | -41.8% |
| 3M | -16.5% | +3.8% | -20.3% | -18.5% |
| 6M | -4.4% | +13.7% | -18.1% | -11.2% |
| YTD | +58.0% | +34.7% | +23.3% | +37.6% |
| 1Y | +62.0% | +66.6% | -4.6% | +30.1% |
| 3Y | +745.7% | +44.3% | +701.4% | +558.0% |
| 5Y | +29.0% | +18.8% | +10.3% | +3.4% |
| 10Y | +351.4% | +569.2% | -217.8% | +107.7% |
| All | +351.4% | +596.6% | -245.2% | +107.7% |
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