+2,900.6%
FITB vs SMTC
+48,791.7%
-45,891.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.6% |
| 7D | +2.8% | +11.0% | -8.3% | +1.3% |
| 30D | +9.8% | -28.5% | +38.3% | +13.3% |
| 3M | -5.2% | -14.2% | +9.1% | -5.3% |
| 6M | +17.3% | -18.0% | +35.3% | +16.1% |
| YTD | +19.3% | +55.5% | -36.2% | +7.6% |
| 1Y | +32.7% | +69.5% | -36.8% | +18.1% |
| 3Y | +141.6% | +699.7% | -558.1% | +65.6% |
| 5Y | +48.9% | +27.4% | +21.4% | +25.4% |
| 10Y | +216.5% | +335.7% | -119.2% | +129.3% |
| All | +2,900.6% | +48,791.7% | -45,891.1% | +1,569.8% |
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