-23.6%
FIS vs SMTC
+556.3%
-579.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.0% | -15.9% | -6.0% |
| 7D | -3.5% | +22.9% | -26.4% | -3.8% |
| 30D | -7.8% | +16.6% | -24.5% | -8.1% |
| 3M | +0.8% | +2.4% | -1.6% | +0.8% |
| 6M | -21.9% | +98.3% | -120.2% | -25.3% |
| YTD | -39.5% | +120.7% | -160.2% | -42.7% |
| 1Y | -41.0% | +168.3% | -209.2% | -45.0% |
| 3Y | -23.6% | +571.7% | -595.3% | -40.5% |
| All | -23.6% | +556.3% | -579.9% | -40.5% |
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 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