+376.5%
FIS vs SMTC
+452.0%
-75.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -2.6% |
| 7D | +1.1% | +12.7% | -11.7% | -1.2% |
| 30D | -2.2% | +22.0% | -24.2% | -6.8% |
| 3M | +2.1% | -12.7% | +14.8% | +1.4% |
| 6M | -14.7% | +64.8% | -79.5% | -27.0% |
| YTD | -35.7% | +100.7% | -136.4% | -47.5% |
| 1Y | -37.1% | +146.9% | -184.0% | -51.4% |
| 3Y | -20.0% | +456.8% | -476.8% | -55.5% |
| 5Y | -62.1% | +89.2% | -151.4% | -73.8% |
| 10Y | -37.4% | +426.9% | -464.2% | -68.7% |
| All | +376.5% | +452.0% | -75.5% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling