-65.6%
FIS vs SMTC
+110.0%
-175.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.0% | -15.9% | -6.6% |
| 7D | -3.5% | +22.9% | -26.4% | -4.9% |
| 30D | -7.8% | +16.6% | -24.5% | -9.2% |
| 3M | +0.8% | +2.4% | -1.6% | -0.3% |
| 6M | -21.9% | +98.3% | -120.2% | -28.9% |
| YTD | -39.5% | +120.7% | -160.2% | -45.8% |
| 1Y | -41.0% | +168.3% | -209.2% | -48.6% |
| 3Y | -23.6% | +571.7% | -595.3% | -48.9% |
| 5Y | -65.6% | +114.0% | -179.6% | -71.4% |
| All | -65.6% | +110.0% | -175.7% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling