-20.9%
AFRM vs SMTC
+91.8%
-112.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -6.8% |
| 7D | -7.0% | +12.7% | -19.7% | -12.2% |
| 30D | -7.8% | +22.0% | -29.8% | -19.1% |
| 3M | +5.3% | -12.7% | +18.0% | +4.4% |
| 6M | +42.6% | +64.8% | -22.1% | -2.0% |
| YTD | -2.8% | +100.7% | -103.5% | -41.0% |
| 1Y | -19.3% | +146.9% | -166.2% | -57.4% |
| 3Y | +231.0% | +456.8% | -225.8% | -34.6% |
| All | -20.9% | +91.8% | -112.8% | -30.9% |
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