-40.6%
FIS vs SMTC
+696.5%
-737.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.8% | -14.2% | -1.5% |
| 7D | -29.4% | -4.8% | -24.6% | -29.3% |
| 30D | -16.7% | -37.8% | +21.1% | -16.6% |
| 3M | -33.0% | -16.5% | -16.5% | -33.0% |
| 6M | -33.3% | -4.4% | -28.9% | -34.2% |
| YTD | -56.0% | +58.0% | -114.0% | -58.0% |
| 1Y | -54.6% | +62.0% | -116.6% | -56.7% |
| 3Y | -40.6% | +745.7% | -786.3% | -54.5% |
| All | -40.6% | +696.5% | -737.2% | -54.5% |
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