+5,967.0%
CF vs SMTC
+747.5%
+5,219.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.5% | -5.4% |
| 7D | +6.0% | +12.7% | -6.7% | +2.8% |
| 30D | +14.8% | +22.0% | -7.1% | +7.9% |
| 3M | +14.1% | -12.7% | +26.7% | +13.5% |
| 6M | +28.5% | +64.8% | -36.2% | +4.9% |
| YTD | +74.9% | +100.7% | -25.7% | +33.9% |
| 1Y | +61.7% | +146.9% | -85.2% | +14.5% |
| 3Y | +80.3% | +456.8% | -376.5% | -21.9% |
| 5Y | +226.0% | +89.2% | +136.7% | +95.3% |
| 10Y | +569.9% | +426.9% | +143.0% | +124.2% |
| All | +5,967.0% | +747.5% | +5,219.5% | +1,051.8% |
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 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