+541.6%
SMTC vs FWONK
+281.7%
+259.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +22.5% | -0.6% | +23.1% | +22.7% |
| 30D | +24.9% | -5.8% | +30.7% | +27.7% |
| 3M | +4.1% | +10.0% | -6.0% | -1.8% |
| 6M | +92.6% | +14.7% | +77.9% | +78.0% |
| YTD | +122.5% | -1.7% | +124.2% | +120.0% |
| 1Y | +166.2% | -4.6% | +170.8% | +165.6% |
| 3Y | +577.2% | +46.7% | +530.5% | +450.9% |
| 5Y | +119.0% | +99.4% | +19.6% | +54.0% |
| 10Y | +527.9% | +345.6% | +182.3% | +218.7% |
| All | +541.6% | +281.7% | +259.9% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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