+471.5%
CF vs SMTC
+333.2%
+138.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | +4.8% | +11.0% | -6.3% | +3.3% |
| 30D | +4.7% | -28.5% | +33.2% | +7.9% |
| 3M | +7.4% | -14.2% | +21.6% | +6.8% |
| 6M | +0.6% | -18.0% | +18.6% | -1.2% |
| YTD | +64.1% | +55.5% | +8.6% | +42.6% |
| 1Y | +51.4% | +69.5% | -18.1% | +29.0% |
| 3Y | +67.8% | +699.7% | -631.9% | -14.7% |
| 5Y | +114.1% | +27.4% | +86.7% | +77.4% |
| All | +471.5% | +333.2% | +138.2% | +222.8% |
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