+5,294.5%
CF vs SMTC
+424.6%
+4,870.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -17.5% | +23.7% | +10.1% |
| 7D | +0.4% | -35.0% | +35.4% | +9.5% |
| 30D | +2.2% | -53.6% | +55.8% | +19.3% |
| 3M | +2.1% | -24.5% | +26.6% | +3.8% |
| 6M | -6.5% | -19.0% | +12.4% | -10.1% |
| YTD | +55.6% | +24.2% | +31.3% | +28.9% |
| 1Y | +42.3% | +35.6% | +6.7% | +13.9% |
| 3Y | +55.7% | +521.9% | -466.1% | -39.8% |
| 5Y | +122.4% | +1.5% | +121.0% | +53.7% |
| 10Y | +568.5% | +274.7% | +293.8% | +127.6% |
| All | +5,294.5% | +424.6% | +4,870.0% | +1,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling