+439.7%
SMTC vs FTV
+127.5%
+312.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.2% |
| 7D | +12.9% | -0.7% | +13.5% | +14.2% |
| 30D | -25.6% | +18.3% | -43.9% | -34.7% |
| 3M | -4.5% | +10.2% | -14.7% | -11.9% |
| 6M | -8.3% | +12.8% | -21.1% | -17.8% |
| YTD | +69.9% | +23.4% | +46.6% | +38.0% |
| 1Y | +73.9% | +31.4% | +42.5% | +33.6% |
| 3Y | +757.7% | +38.7% | +719.0% | +540.9% |
| 5Y | +38.7% | +18.6% | +20.1% | +16.9% |
| 10Y | +376.1% | +110.1% | +266.0% | +196.8% |
| All | +439.7% | +127.5% | +312.3% | +229.5% |
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 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