-58.7%
FIG vs SMTC
+168.8%
-227.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.1% |
| 7D | -14.5% | +22.5% | -36.9% | -11.9% |
| 30D | -13.3% | +24.9% | -38.2% | -10.1% |
| 3M | +7.4% | +4.1% | +3.3% | +12.0% |
| 6M | -27.8% | +92.6% | -120.3% | -33.3% |
| YTD | -41.1% | +122.5% | -163.6% | -48.1% |
| 1Y | -58.7% | +166.2% | -224.9% | -63.4% |
| All | -58.7% | +168.8% | -227.5% | -63.4% |
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 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