+2,896.1%
FITB vs SMTC
+62,999.7%
-60,103.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.2% | -9.4% | -1.3% |
| 7D | +0.6% | +12.7% | -12.1% | -1.0% |
| 30D | -4.7% | +22.0% | -26.7% | -7.6% |
| 3M | +6.7% | -12.7% | +19.4% | +6.7% |
| 6M | +12.6% | +64.8% | -52.2% | +2.8% |
| YTD | +19.1% | +100.7% | -81.6% | +5.8% |
| 1Y | +22.6% | +146.9% | -124.3% | +5.4% |
| 3Y | +127.1% | +456.8% | -329.7% | +64.6% |
| 5Y | +71.8% | +89.2% | -17.4% | +40.0% |
| 10Y | +287.2% | +426.9% | -139.7% | +178.0% |
| All | +2,896.1% | +62,999.7% | -60,103.6% | +1,541.8% |
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