-57.9%
FICO vs SMTC
+50.9%
-108.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.2% | +1.4% |
| 7D | -0.9% | -19.0% | +18.0% | -3.6% |
| 30D | +3.3% | -46.7% | +50.1% | -4.5% |
| 3M | -31.7% | -23.4% | -8.3% | -33.2% |
| 6M | -34.0% | -13.4% | -20.6% | -34.9% |
| YTD | -58.3% | +40.1% | -98.4% | -60.4% |
| 1Y | -57.9% | +47.7% | -105.6% | -60.5% |
| All | -57.9% | +50.9% | -108.8% | -60.5% |
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