-80.3%
FIG vs SMTC
+206.8%
-287.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +10.0% | -15.6% | -4.4% |
| 7D | -16.4% | +22.9% | -39.3% | -14.0% |
| 30D | -2.3% | +16.6% | -19.0% | +0.4% |
| 3M | +7.8% | +2.4% | +5.4% | +12.1% |
| 6M | -21.8% | +98.3% | -120.1% | -26.9% |
| YTD | -39.1% | +120.7% | -159.8% | -44.6% |
| 1Y | -56.6% | +168.3% | -224.9% | -61.1% |
| All | -80.3% | +206.8% | -287.1% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling