+2,895.1%
FITB vs SMTC
+53,327.2%
-50,432.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -0.9% |
| 7D | -0.6% | +12.9% | -13.4% | -2.5% |
| 30D | +7.0% | -25.6% | +32.6% | +9.9% |
| 3M | -4.8% | -4.5% | -0.2% | -6.2% |
| 6M | +13.5% | -8.3% | +21.8% | +10.8% |
| YTD | +19.1% | +69.9% | -50.9% | +6.2% |
| 1Y | +30.8% | +73.9% | -43.2% | +16.0% |
| 3Y | +141.6% | +757.7% | -616.0% | +64.2% |
| 5Y | +48.3% | +38.7% | +9.6% | +23.7% |
| 10Y | +215.9% | +376.1% | -160.2% | +126.4% |
| All | +2,895.1% | +53,327.2% | -50,432.1% | +1,548.9% |
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 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