+213.7%
AFRM vs SMTC
+597.8%
-384.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.7% | -15.0% | -5.2% |
| 7D | -7.3% | -19.0% | +11.7% | -3.4% |
| 30D | -9.6% | -46.7% | +37.2% | +3.5% |
| 3M | -11.1% | -23.4% | +12.4% | -9.5% |
| 6M | +3.9% | -13.4% | +17.3% | -1.5% |
| YTD | -8.5% | +40.1% | -48.6% | -26.7% |
| 1Y | +3.3% | +47.7% | -44.4% | -18.9% |
| 3Y | +213.7% | +606.9% | -393.2% | +50.6% |
| All | +213.7% | +597.8% | -384.1% | +50.6% |
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 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