+115.8%
CF vs SMTC
+28.1%
+87.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | +4.8% | -10.9% | +15.7% | +4.9% |
| 30D | +9.7% | -39.4% | +49.1% | +10.6% |
| 3M | +1.2% | -13.5% | +14.8% | +1.1% |
| 6M | +7.4% | -6.8% | +14.2% | +6.5% |
| YTD | +60.5% | +54.0% | +6.5% | +55.0% |
| 1Y | +50.7% | +50.8% | 0.0% | +45.5% |
| 3Y | +64.8% | +677.3% | -612.5% | +28.5% |
| 5Y | +115.8% | +28.7% | +87.1% | +111.0% |
| All | +115.8% | +28.1% | +87.7% | +111.0% |
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