-59.5%
FICO vs SMTC
+66.6%
-126.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.6% | +1.1% |
| 7D | +4.0% | +12.9% | -8.9% | +6.0% |
| 30D | -1.5% | -25.6% | +24.1% | -5.0% |
| 3M | -29.8% | -4.5% | -25.3% | -29.2% |
| 6M | -33.3% | -8.3% | -25.0% | -31.8% |
| YTD | -56.9% | +69.9% | -126.8% | -58.0% |
| 1Y | -59.5% | +73.9% | -133.4% | -60.9% |
| All | -59.5% | +66.6% | -126.1% | -60.9% |
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