+146.9%
SMTC vs FTV
+21.5%
+125.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.3% | +9.4% |
| 7D | +12.7% | -4.6% | +17.4% | +13.6% |
| 30D | +22.0% | -7.2% | +29.1% | +23.3% |
| 3M | -12.7% | -7.3% | -5.4% | -11.4% |
| 6M | +64.8% | -1.6% | +66.4% | +64.8% |
| YTD | +100.7% | +3.3% | +97.3% | +100.5% |
| 1Y | +146.9% | +20.2% | +126.7% | +141.2% |
| All | +146.9% | +21.5% | +125.4% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling