+487.0%
CF vs SMTC
+365.8%
+121.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | -1.6% |
| 7D | -0.9% | -4.8% | +4.0% | -0.8% |
| 30D | +6.9% | -37.8% | +44.8% | +12.1% |
| 3M | +4.8% | -16.5% | +21.3% | +4.7% |
| 6M | +4.7% | -4.4% | +9.1% | +0.5% |
| YTD | +56.5% | +58.0% | -1.5% | +35.9% |
| 1Y | +48.4% | +62.0% | -13.6% | +27.7% |
| 3Y | +59.1% | +745.7% | -686.5% | -20.1% |
| 5Y | +109.5% | +29.0% | +80.5% | +73.7% |
| 10Y | +487.0% | +351.4% | +135.6% | +242.2% |
| All | +487.0% | +365.8% | +121.2% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling