+237.0%
CFG vs SMTC
+365.8%
-128.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.8% | -9.9% | -0.1% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | +3.2% | -37.8% | +41.1% | +13.4% |
| 3M | -9.7% | -16.5% | +6.8% | -9.8% |
| 6M | +3.6% | -4.4% | +8.0% | -3.9% |
| YTD | +14.7% | +58.0% | -43.3% | -9.8% |
| 1Y | +29.6% | +62.0% | -32.4% | +0.5% |
| 3Y | +190.6% | +745.7% | -555.1% | +5.0% |
| 5Y | +67.1% | +29.0% | +38.0% | +18.0% |
| 10Y | +237.0% | +351.4% | -114.3% | +56.1% |
| All | +237.0% | +365.8% | -128.8% | +56.1% |
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