+263.0%
SMTC vs FND
+68.8%
+194.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.1% | +10.6% |
| 7D | +12.9% | -4.4% | +17.3% | +15.2% |
| 30D | -25.6% | +14.5% | -40.1% | -30.5% |
| 3M | -4.5% | -15.6% | +11.1% | -0.1% |
| 6M | -8.3% | +4.7% | -13.0% | -13.9% |
| YTD | +69.9% | -16.1% | +86.1% | +72.2% |
| 1Y | +73.9% | -16.0% | +89.9% | +75.7% |
| 3Y | +757.7% | -35.5% | +793.2% | +842.8% |
| 5Y | +38.7% | -60.5% | +99.2% | +75.6% |
| All | +263.0% | +68.8% | +194.2% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling