-31.6%
AFRM vs SMTC
+51.4%
-83.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -2.0% |
| 7D | -8.4% | -10.9% | +2.6% | -5.8% |
| 30D | -18.3% | -39.4% | +21.1% | -2.3% |
| 3M | -12.7% | -13.5% | +0.8% | -15.6% |
| 6M | +3.0% | -6.8% | +9.9% | -10.8% |
| YTD | -11.4% | +54.0% | -65.4% | -43.7% |
| 1Y | -13.3% | +50.8% | -64.1% | -44.8% |
| 3Y | +194.0% | +677.3% | -483.3% | -61.7% |
| 5Y | -50.6% | +28.7% | -79.3% | -64.3% |
| All | -31.6% | +51.4% | -83.0% | -56.1% |
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 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