-38.6%
FICO vs SMTC
+154.8%
-193.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +9.2% | -25.9% | -15.7% |
| 7D | -19.2% | +12.7% | -31.9% | -18.0% |
| 30D | -14.6% | +22.0% | -36.6% | -12.6% |
| 3M | -20.1% | -12.7% | -7.4% | -16.9% |
| 6M | -36.3% | +64.8% | -101.1% | -36.5% |
| YTD | -44.9% | +100.7% | -145.5% | -46.4% |
| 1Y | -38.6% | +146.9% | -185.5% | -40.6% |
| All | -38.6% | +154.8% | -193.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling