-55.0%
FIS vs SMTC
+337.3%
-392.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -27.4% | -10.9% | -16.5% | -26.4% |
| 30D | -16.8% | -39.4% | +22.6% | -12.1% |
| 3M | -32.6% | -13.5% | -19.1% | -32.9% |
| 6M | -33.4% | -6.8% | -26.6% | -36.3% |
| YTD | -56.0% | +54.0% | -110.1% | -62.0% |
| 1Y | -55.1% | +50.8% | -105.9% | -61.2% |
| 3Y | -41.4% | +677.3% | -718.7% | -69.5% |
| 5Y | -72.7% | +28.7% | -101.4% | -78.2% |
| All | -55.0% | +337.3% | -392.4% | -73.9% |
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 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