-33.7%
FICO vs SMTC
-16.5%
-17.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.5% | +18.4% | -3.2% |
| 7D | -0.3% | -35.0% | +34.8% | -9.7% |
| 30D | +1.7% | -53.6% | +55.3% | -14.2% |
| 3M | -35.2% | -24.5% | -10.7% | -36.9% |
| 6M | -33.7% | -19.0% | -14.7% | -32.4% |
| All | -33.7% | -16.5% | -17.1% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling