+28.8%
CFG vs SMTC
+66.6%
-37.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.5% | +0.4% |
| 7D | -0.8% | +12.9% | -13.6% | -1.4% |
| 30D | +3.1% | -25.6% | +28.7% | +4.1% |
| 3M | -9.7% | -4.5% | -5.2% | -10.5% |
| 6M | +6.7% | -8.3% | +15.0% | +4.7% |
| YTD | +15.2% | +69.9% | -54.8% | +3.3% |
| 1Y | +28.8% | +73.9% | -45.1% | +15.1% |
| All | +28.8% | +66.6% | -37.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling