-58.3%
AFRM vs SMTC
+13.5%
-71.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.7% | -15.0% | -7.5% |
| 7D | -7.3% | -19.0% | +11.7% | -0.6% |
| 30D | -9.6% | -46.7% | +37.2% | +14.1% |
| 3M | -11.1% | -23.4% | +12.4% | -9.2% |
| 6M | +3.9% | -13.4% | +17.3% | -6.8% |
| YTD | -8.5% | +40.1% | -48.6% | -38.8% |
| 1Y | +3.3% | +47.7% | -44.4% | -33.4% |
| 3Y | +213.7% | +606.9% | -393.2% | -59.8% |
| All | -58.3% | +13.5% | -71.8% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling