+68.4%
FITB vs SMTC
+116.8%
-48.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -0.4% | +22.5% | -22.9% | -3.6% |
| 30D | -5.1% | +24.9% | -30.0% | -8.9% |
| 3M | +3.5% | +4.1% | -0.5% | +0.9% |
| 6M | +17.2% | +92.6% | -75.3% | +1.2% |
| YTD | +17.6% | +122.5% | -104.8% | -1.4% |
| 1Y | +23.4% | +166.2% | -142.9% | -0.9% |
| 3Y | +129.7% | +577.2% | -447.4% | +32.6% |
| 5Y | +68.4% | +119.0% | -50.5% | +33.9% |
| All | +68.4% | +116.8% | -48.4% | +33.9% |
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 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