+232.1%
SMTC vs FND
+57.9%
+174.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.2% |
| 7D | +11.0% | -6.8% | +17.9% | +14.3% |
| 30D | -28.5% | +8.0% | -36.5% | -31.6% |
| 3M | -14.2% | -18.9% | +4.7% | -8.8% |
| 6M | -18.0% | +4.7% | -22.7% | -23.0% |
| YTD | +55.5% | -21.6% | +77.1% | +61.8% |
| 1Y | +69.5% | -22.0% | +91.6% | +76.4% |
| 3Y | +699.7% | -40.4% | +740.1% | +807.4% |
| 5Y | +27.4% | -63.8% | +91.2% | +66.9% |
| All | +232.1% | +57.9% | +174.3% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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