-83.6%
FIG vs SMTC
+136.2%
-219.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.5% | +2.6% |
| 7D | -14.3% | +12.9% | -27.1% | -13.7% |
| 30D | -13.6% | -25.6% | +12.0% | -17.0% |
| 3M | -23.7% | -4.5% | -19.2% | -23.6% |
| 6M | -5.4% | -8.3% | +2.9% | -6.5% |
| YTD | -49.2% | +69.9% | -119.2% | -55.3% |
| 1Y | -57.4% | +73.9% | -131.3% | -62.7% |
| All | -83.6% | +136.2% | -219.8% | -85.9% |
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