+580.6%
CF vs SMTC
+434.3%
+146.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.5% | -4.5% |
| 7D | +6.0% | +12.7% | -6.7% | +4.2% |
| 30D | +14.8% | +22.0% | -7.1% | +10.9% |
| 3M | +14.1% | -12.7% | +26.7% | +14.1% |
| 6M | +28.5% | +64.8% | -36.2% | +14.6% |
| YTD | +74.9% | +100.7% | -25.7% | +49.9% |
| 1Y | +61.7% | +146.9% | -85.2% | +31.9% |
| 3Y | +80.3% | +456.8% | -376.5% | +5.4% |
| 5Y | +226.0% | +89.2% | +136.7% | +151.4% |
| All | +580.6% | +434.3% | +146.3% | +272.2% |
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