+90.8%
SMTC vs FIVE
+31.2%
+59.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.1% | +4.1% | +7.3% |
| 7D | +12.7% | +4.3% | +8.5% | +11.1% |
| 30D | +22.0% | +12.5% | +9.5% | +16.5% |
| 3M | -12.7% | +31.2% | -43.9% | -21.5% |
| 6M | +64.8% | +14.4% | +50.4% | +54.1% |
| YTD | +100.7% | +33.9% | +66.8% | +77.0% |
| 1Y | +146.9% | +65.1% | +81.8% | +100.8% |
| 3Y | +456.8% | +49.0% | +407.8% | +323.6% |
| All | +90.8% | +31.2% | +59.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling