-25.2%
AFRM vs SMTC
+117.0%
-142.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.3% | -4.9% |
| 7D | +3.1% | +22.9% | -19.9% | -6.9% |
| 30D | -4.2% | +16.6% | -20.9% | -13.9% |
| 3M | +10.1% | +2.4% | +7.7% | +0.8% |
| 6M | +39.4% | +98.3% | -58.8% | -13.2% |
| YTD | -3.2% | +120.7% | -123.8% | -44.3% |
| 1Y | -16.1% | +168.3% | -184.3% | -57.8% |
| 3Y | +220.8% | +571.7% | -350.9% | -44.3% |
| 5Y | -17.7% | +114.0% | -131.7% | -50.6% |
| All | -25.2% | +117.0% | -142.2% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling