-29.4%
AFRM vs SMTC
+55.4%
-84.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | -5.6% |
| 7D | -7.5% | -4.8% | -2.7% | -7.7% |
| 30D | -15.7% | -37.8% | +22.1% | -0.4% |
| 3M | -9.6% | -16.5% | +6.9% | -11.2% |
| 6M | +6.3% | -4.4% | +10.7% | -9.0% |
| YTD | -8.6% | +58.0% | -66.6% | -42.6% |
| 1Y | -7.6% | +62.0% | -69.6% | -43.2% |
| 3Y | +173.7% | +745.7% | -572.0% | -66.8% |
| 5Y | -56.9% | +29.0% | -85.9% | -68.7% |
| All | -29.4% | +55.4% | -84.8% | -55.2% |
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 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