+328.4%
SMTC vs FIVE
+822.5%
-494.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.9% |
| 7D | -19.0% | -0.3% | -18.7% | -19.0% |
| 30D | -46.7% | +17.7% | -64.4% | -49.7% |
| 3M | -23.4% | +4.0% | -27.4% | -25.2% |
| 6M | -13.4% | +2.6% | -16.0% | -16.1% |
| YTD | +40.1% | +27.6% | +12.5% | +26.4% |
| 1Y | +47.7% | +59.9% | -12.3% | +23.8% |
| 3Y | +606.9% | +35.8% | +571.1% | +480.4% |
| 5Y | +14.4% | +14.4% | 0.0% | -4.5% |
| 10Y | +322.5% | +576.1% | -253.7% | +119.4% |
| All | +328.4% | +822.5% | -494.0% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling