+117.2%
SMTC vs FTV
+3.1%
+114.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.7% | +10.6% |
| 7D | +22.9% | -0.4% | +23.3% | +23.2% |
| 30D | +16.6% | -8.3% | +25.0% | +25.3% |
| 3M | +2.4% | -7.4% | +9.8% | +7.5% |
| 6M | +98.3% | -1.2% | +99.5% | +95.4% |
| YTD | +120.7% | +2.7% | +118.0% | +104.4% |
| 1Y | +168.3% | +18.4% | +149.8% | +113.1% |
| 3Y | +571.7% | -2.0% | +573.7% | +549.1% |
| All | +117.2% | +3.1% | +114.1% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling