+499.7%
FICO vs SMTC
+313.7%
+186.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.2% | -2.7% |
| 7D | -0.9% | -19.0% | +18.0% | +2.2% |
| 30D | +3.3% | -46.7% | +50.1% | +13.9% |
| 3M | -31.7% | -23.4% | -8.3% | -31.7% |
| 6M | -34.0% | -13.4% | -20.6% | -38.7% |
| YTD | -58.3% | +40.1% | -98.4% | -66.6% |
| 1Y | -57.9% | +47.7% | -105.6% | -67.0% |
| 3Y | -24.1% | +606.9% | -631.0% | -70.3% |
| 5Y | +85.3% | +14.4% | +70.9% | +36.7% |
| All | +499.7% | +313.7% | +186.0% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling