+196.5%
AFRM vs SMTC
+772.6%
-576.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.5% | +0.4% |
| 7D | -10.3% | +12.9% | -23.1% | -13.4% |
| 30D | -13.7% | -25.6% | +11.9% | -8.8% |
| 3M | -11.6% | -4.5% | -7.0% | -14.9% |
| 6M | +2.1% | -8.3% | +10.4% | -4.0% |
| YTD | -8.9% | +69.9% | -78.8% | -31.3% |
| 1Y | -9.7% | +73.9% | -83.6% | -32.7% |
| All | +196.5% | +772.6% | -576.1% | +5.2% |
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 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