+393.9%
SMTC vs FTV
+127.6%
+266.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +11.0% | +3.9% | +7.1% | +8.0% |
| 30D | -28.5% | +18.7% | -47.2% | -37.4% |
| 3M | -14.2% | +10.0% | -24.2% | -20.7% |
| 6M | -18.0% | +14.6% | -32.6% | -27.4% |
| YTD | +55.5% | +23.4% | +32.1% | +26.2% |
| 1Y | +69.5% | +31.3% | +38.2% | +30.4% |
| 3Y | +699.7% | +39.8% | +659.9% | +493.6% |
| 5Y | +27.4% | +17.7% | +9.7% | +8.0% |
| 10Y | +335.7% | +110.2% | +225.5% | +171.5% |
| All | +393.9% | +127.6% | +266.4% | +201.4% |
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