-52.4%
FIS vs SMTC
+333.2%
-385.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.2% | +4.7% |
| 7D | +2.8% | +11.0% | -8.2% | +1.4% |
| 30D | -16.7% | -28.5% | +11.8% | -13.7% |
| 3M | -32.3% | -14.2% | -18.1% | -32.4% |
| 6M | -29.1% | -18.0% | -11.1% | -30.5% |
| YTD | -54.1% | +55.5% | -109.6% | -60.4% |
| 1Y | -53.7% | +69.5% | -123.3% | -60.8% |
| 3Y | -38.8% | +699.7% | -738.5% | -68.4% |
| 5Y | -71.1% | +27.4% | -98.5% | -76.8% |
| All | -52.4% | +333.2% | -385.6% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling