+27.6%
SMTC vs FIVE
+16.7%
+10.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +11.0% | +2.7% | +8.4% | +10.1% |
| 30D | -28.5% | +12.7% | -41.2% | -31.6% |
| 3M | -14.2% | +2.1% | -16.3% | -15.7% |
| 6M | -18.0% | +17.5% | -35.5% | -24.3% |
| YTD | +55.5% | +31.0% | +24.5% | +37.3% |
| 1Y | +69.5% | +67.7% | +1.8% | +36.5% |
| 3Y | +699.7% | +43.4% | +656.3% | +514.1% |
| All | +27.6% | +16.7% | +10.8% | +8.6% |
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