+282.0%
FITB vs SMTC
+516.8%
-234.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +1.1% |
| 7D | -1.0% | +17.5% | -18.5% | -4.9% |
| 30D | -5.5% | +21.3% | -26.8% | -10.6% |
| 3M | +4.1% | +3.1% | +1.0% | +0.1% |
| 6M | +18.7% | +81.7% | -63.0% | -3.6% |
| YTD | +18.2% | +115.9% | -97.8% | -9.0% |
| 1Y | +23.7% | +157.8% | -134.2% | -10.5% |
| 3Y | +130.8% | +557.3% | -426.5% | +3.0% |
| 5Y | +69.8% | +114.7% | -44.9% | +9.3% |
| All | +282.0% | +516.8% | -234.8% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling