+530.1%
SMTC vs FTV
+80.7%
+449.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.8% |
| 7D | +13.1% | -4.0% | +17.0% | +16.7% |
| 30D | +19.5% | -11.0% | +30.5% | +30.8% |
| 3M | +2.2% | -8.4% | +10.6% | +8.1% |
| 6M | +94.9% | -2.6% | +97.4% | +95.1% |
| YTD | +127.0% | -0.6% | +127.6% | +118.5% |
| 1Y | +174.6% | +11.0% | +163.6% | +139.7% |
| 3Y | +615.9% | -6.3% | +622.3% | +631.7% |
| 5Y | +125.6% | -1.5% | +127.1% | +120.3% |
| All | +530.1% | +80.7% | +449.4% | +380.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling