+141.1%
FITB vs SMTC
+772.6%
-631.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -0.6% |
| 7D | -0.6% | +12.9% | -13.4% | -2.1% |
| 30D | +7.0% | -25.6% | +32.6% | +9.5% |
| 3M | -4.8% | -4.5% | -0.2% | -6.1% |
| 6M | +13.5% | -8.3% | +21.8% | +10.8% |
| YTD | +19.1% | +69.9% | -50.9% | +5.9% |
| 1Y | +30.8% | +73.9% | -43.2% | +15.6% |
| All | +141.1% | +772.6% | -631.5% | +47.9% |
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