-51.7%
FIG vs SMTC
+70.8%
-122.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -12.9% | +18.1% | +3.1% |
| 7D | -4.7% | -24.5% | +19.8% | -8.6% |
| 30D | +0.5% | -42.5% | +43.0% | -7.2% |
| 3M | -18.4% | -14.1% | -4.3% | -18.0% |
| 6M | +10.9% | +3.6% | +7.3% | +4.5% |
| YTD | -40.8% | +50.6% | -91.4% | -50.1% |
| 1Y | -51.7% | +72.2% | -123.9% | -62.0% |
| All | -51.7% | +70.8% | -122.5% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling