+101.7%
FICO vs SMTC
+91.8%
+9.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +9.2% | -25.9% | -17.6% |
| 7D | -19.2% | +12.7% | -31.9% | -20.4% |
| 30D | -14.6% | +22.0% | -36.6% | -17.3% |
| 3M | -20.1% | -12.7% | -7.4% | -20.1% |
| 6M | -36.3% | +64.8% | -101.1% | -43.3% |
| YTD | -44.9% | +100.7% | -145.5% | -52.9% |
| 1Y | -38.6% | +146.9% | -185.5% | -49.8% |
| 3Y | +4.0% | +456.8% | -452.8% | -36.1% |
| All | +101.7% | +91.8% | +9.8% | +69.2% |
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