-71.9%
FIS vs SMTC
+28.0%
-100.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.8% | -14.2% | -2.2% |
| 7D | -29.4% | -4.8% | -24.6% | -29.1% |
| 30D | -16.7% | -37.8% | +21.1% | -14.6% |
| 3M | -33.0% | -16.5% | -16.5% | -33.0% |
| 6M | -33.3% | -4.4% | -28.9% | -35.2% |
| YTD | -56.0% | +58.0% | -114.0% | -60.0% |
| 1Y | -54.6% | +62.0% | -116.6% | -58.9% |
| 3Y | -40.6% | +745.7% | -786.3% | -64.1% |
| 5Y | -71.9% | +29.0% | -101.0% | -75.3% |
| All | -71.9% | +28.0% | -100.0% | -75.3% |
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