+88.1%
SMTC vs FIGR
-29.9%
+118.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.7% |
| 7D | +11.0% | +11.0% | 0.0% | +8.9% |
| 30D | -28.5% | +0.7% | -29.2% | -28.8% |
| 3M | -14.2% | -20.9% | +6.7% | -12.0% |
| 6M | -18.0% | -37.7% | +19.7% | -14.0% |
| YTD | +55.5% | -38.2% | +93.7% | +55.3% |
| 1Y | +69.5% | -27.1% | +96.6% | +65.8% |
| All | +88.1% | -29.9% | +118.1% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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