-79.1%
FIG vs SMTC
+179.0%
-258.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.6% | -3.2% |
| 7D | -16.3% | +12.7% | -29.1% | -15.0% |
| 30D | -14.3% | +22.0% | -36.3% | -11.8% |
| 3M | +7.2% | -12.7% | +19.8% | +10.3% |
| 6M | -18.6% | +64.8% | -83.4% | -24.0% |
| YTD | -35.5% | +100.7% | -136.1% | -42.1% |
| 1Y | -55.8% | +146.9% | -202.7% | -60.8% |
| All | -79.1% | +179.0% | -258.1% | -81.7% |
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