+78,963.7%
FICO vs SMTC
+38,957.1%
+40,006.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.5% | +18.4% | +2.7% |
| 7D | -0.3% | -35.0% | +34.8% | +4.0% |
| 30D | +1.7% | -53.6% | +55.3% | +9.2% |
| 3M | -35.2% | -24.5% | -10.7% | -34.9% |
| 6M | -33.7% | -19.0% | -14.7% | -35.2% |
| YTD | -58.2% | +24.2% | -82.4% | -61.4% |
| 1Y | -56.6% | +35.6% | -92.2% | -60.5% |
| 3Y | -24.0% | +521.9% | -545.8% | -45.2% |
| 5Y | +86.1% | +1.5% | +84.6% | +61.2% |
| 10Y | +522.8% | +274.7% | +248.1% | +370.6% |
| All | +78,963.7% | +38,957.1% | +40,006.6% | +69,856.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling