-24.9%
AFRM vs SMTC
+97.3%
-122.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -6.8% |
| 7D | -7.0% | +12.7% | -19.7% | -12.3% |
| 30D | -7.8% | +22.0% | -29.8% | -19.3% |
| 3M | +5.3% | -12.7% | +18.0% | +4.3% |
| 6M | +42.6% | +64.8% | -22.1% | -2.6% |
| YTD | -2.8% | +100.7% | -103.5% | -41.5% |
| 1Y | -19.3% | +146.9% | -166.2% | -57.8% |
| 3Y | +231.0% | +456.8% | -225.8% | -34.2% |
| 5Y | -22.2% | +89.2% | -111.5% | -50.2% |
| All | -24.9% | +97.3% | -122.2% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling