+494.2%
FIX vs SMTC
+698.5%
-204.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.2% |
| 7D | +9.4% | +11.0% | -1.6% | +5.0% |
| 30D | -27.8% | -28.5% | +0.7% | -18.5% |
| 3M | -35.6% | -14.2% | -21.3% | -32.7% |
| 6M | -45.2% | -18.0% | -27.2% | -42.6% |
| YTD | +19.5% | +55.5% | -36.0% | -0.3% |
| 1Y | +24.2% | +69.5% | -45.3% | +0.9% |
| 3Y | +494.2% | +699.7% | -205.5% | +213.2% |
| All | +494.2% | +698.5% | -204.4% | +213.2% |
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