+448.7%
FIX vs SMTC
+597.8%
-149.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.7% | -7.3% | +0.6% |
| 7D | -17.5% | -19.0% | +1.5% | -10.5% |
| 30D | -41.6% | -46.7% | +5.2% | -26.5% |
| 3M | -40.6% | -23.4% | -17.2% | -35.3% |
| 6M | -49.4% | -13.4% | -36.0% | -47.7% |
| YTD | +9.2% | +40.1% | -30.9% | -5.0% |
| 1Y | +6.5% | +47.7% | -41.2% | -8.9% |
| 3Y | +448.7% | +606.9% | -158.2% | +202.1% |
| All | +448.7% | +597.8% | -149.1% | +202.1% |
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