+112.0%
CF vs SMTC
+13.5%
+98.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.7% | -12.1% | +0.5% |
| 7D | -3.2% | -19.0% | +15.8% | -2.9% |
| 30D | +4.3% | -46.7% | +51.1% | +5.5% |
| 3M | +2.8% | -23.4% | +26.2% | +2.9% |
| 6M | +0.6% | -13.4% | +14.0% | -0.1% |
| YTD | +56.6% | +40.1% | +16.6% | +51.4% |
| 1Y | +49.6% | +47.7% | +1.9% | +43.9% |
| 3Y | +61.5% | +606.9% | -545.4% | +26.1% |
| All | +112.0% | +13.5% | +98.5% | +109.9% |
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