+308.6%
CFG vs SMTC
+493.3%
-184.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.1% | -3.6% |
| 7D | +2.7% | +22.9% | -20.3% | -2.9% |
| 30D | -3.7% | +16.6% | -20.3% | -8.5% |
| 3M | +9.5% | +2.4% | +7.1% | +5.1% |
| 6M | +22.2% | +98.3% | -76.0% | -5.1% |
| YTD | +22.3% | +120.7% | -98.4% | -8.5% |
| 1Y | +39.4% | +168.3% | -128.8% | -3.2% |
| 3Y | +188.5% | +571.7% | -383.2% | +20.5% |
| 5Y | +101.5% | +114.0% | -12.5% | +24.6% |
| 10Y | +308.6% | +497.0% | -188.4% | +54.3% |
| All | +308.6% | +493.3% | -184.7% | +54.3% |
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