-58.5%
FICO vs SMTC
+63.0%
-121.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | -0.2% |
| 7D | +2.2% | +11.0% | -8.8% | +3.9% |
| 30D | +0.1% | -28.5% | +28.6% | -4.0% |
| 3M | -35.2% | -14.2% | -20.9% | -35.5% |
| 6M | -32.4% | -18.0% | -14.4% | -31.5% |
| YTD | -57.4% | +55.5% | -112.9% | -58.7% |
| 1Y | -58.5% | +69.5% | -128.1% | -59.9% |
| All | -58.5% | +63.0% | -121.6% | -59.9% |
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