+497.0%
SMTC vs FIVE
+475.1%
+21.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.2% | +9.7% |
| 7D | +22.9% | +3.7% | +19.3% | +21.4% |
| 30D | +16.6% | +4.0% | +12.7% | +14.6% |
| 3M | +2.4% | +36.2% | -33.8% | -9.5% |
| 6M | +98.3% | +18.0% | +80.3% | +82.7% |
| YTD | +120.7% | +34.9% | +85.8% | +93.4% |
| 1Y | +168.3% | +67.9% | +100.3% | +115.4% |
| 3Y | +571.7% | +57.3% | +514.4% | +406.4% |
| 5Y | +114.0% | +39.5% | +74.5% | +61.5% |
| 10Y | +497.0% | +496.4% | +0.6% | +176.0% |
| All | +497.0% | +475.1% | +21.9% | +176.0% |
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