+76.9%
FICO vs SMTC
+13.5%
+63.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.2% | -1.4% |
| 7D | -0.9% | -19.0% | +18.0% | +0.5% |
| 30D | +3.3% | -46.7% | +50.1% | +8.3% |
| 3M | -31.7% | -23.4% | -8.3% | -31.9% |
| 6M | -34.0% | -13.4% | -20.6% | -37.0% |
| YTD | -58.3% | +40.1% | -98.4% | -63.8% |
| 1Y | -57.9% | +47.7% | -105.6% | -63.9% |
| 3Y | -24.1% | +606.9% | -631.0% | -59.4% |
| All | +76.9% | +13.5% | +63.5% | +62.9% |
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 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