+91.0%
FICO vs SMTC
+31.4%
+59.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.2% |
| 7D | +1.4% | +30.5% | -29.1% | -0.9% |
| 30D | -0.8% | -30.9% | +30.1% | +1.7% |
| 3M | -31.3% | -14.7% | -16.6% | -32.0% |
| 6M | -33.9% | -9.6% | -24.4% | -36.6% |
| YTD | -57.6% | +62.1% | -119.7% | -63.6% |
| 1Y | -59.7% | +66.6% | -126.2% | -65.7% |
| 3Y | -28.0% | +718.1% | -746.1% | -61.9% |
| 5Y | +91.0% | +32.8% | +58.2% | +74.5% |
| All | +91.0% | +31.4% | +59.6% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling