+131.1%
FITB vs SMTC
+556.3%
-425.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.6% | -1.7% |
| 7D | +2.8% | +22.9% | -20.1% | +0.4% |
| 30D | -4.5% | +16.6% | -21.2% | -6.6% |
| 3M | +5.7% | +2.4% | +3.2% | +4.0% |
| 6M | +17.1% | +98.3% | -81.2% | +4.8% |
| YTD | +18.3% | +120.7% | -102.3% | +4.1% |
| 1Y | +23.9% | +168.3% | -144.4% | +5.5% |
| 3Y | +131.1% | +571.7% | -440.6% | +50.5% |
| All | +131.1% | +556.3% | -425.2% | +50.5% |
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