-40.6%
FIS vs SMTC
+548.2%
-588.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.5% |
| 7D | -7.9% | +13.1% | -21.0% | -9.5% |
| 30D | -8.0% | +19.5% | -27.4% | -10.8% |
| 3M | +0.6% | +2.2% | -1.6% | -1.8% |
| 6M | -22.2% | +94.9% | -117.1% | -33.0% |
| YTD | -40.8% | +127.0% | -167.7% | -50.6% |
| 1Y | -41.5% | +174.6% | -216.1% | -53.3% |
| 3Y | -25.5% | +615.9% | -641.4% | -58.4% |
| 5Y | -64.8% | +125.6% | -190.4% | -74.3% |
| All | -40.6% | +548.2% | -588.8% | -68.5% |
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 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