+537.5%
SMTC vs FTV
+90.8%
+446.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +10.0% |
| 7D | +12.7% | -4.5% | +17.2% | +16.7% |
| 30D | +22.0% | -7.1% | +29.0% | +28.9% |
| 3M | -12.7% | -7.2% | -5.5% | -8.7% |
| 6M | +64.8% | -1.5% | +66.3% | +63.7% |
| YTD | +100.7% | +3.5% | +97.2% | +87.5% |
| 1Y | +146.9% | +20.3% | +126.5% | +101.8% |
| 3Y | +456.8% | -3.1% | +459.9% | +454.5% |
| 5Y | +89.2% | +2.3% | +86.9% | +79.4% |
| 10Y | +426.9% | +76.3% | +350.5% | +280.7% |
| All | +537.5% | +90.8% | +446.7% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling