+541.4%
FICO vs SMTC
+333.2%
+208.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.1% |
| 7D | +2.2% | +11.0% | -8.8% | +0.1% |
| 30D | +0.1% | -28.5% | +28.6% | +4.5% |
| 3M | -35.2% | -14.2% | -20.9% | -36.5% |
| 6M | -32.4% | -18.0% | -14.4% | -35.8% |
| YTD | -57.4% | +55.5% | -112.9% | -66.6% |
| 1Y | -58.5% | +69.5% | -128.1% | -68.4% |
| 3Y | -28.9% | +699.7% | -728.5% | -72.9% |
| 5Y | +91.7% | +27.4% | +64.3% | +38.3% |
| All | +541.4% | +333.2% | +208.2% | +176.8% |
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