+196.4%
CFG vs SMTC
+514.4%
-318.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -1.3% |
| 7D | +1.5% | +12.7% | -11.2% | -0.2% |
| 30D | -3.8% | +22.0% | -25.8% | -7.0% |
| 3M | +11.5% | -12.7% | +24.2% | +11.8% |
| 6M | +19.2% | +64.8% | -45.6% | +6.6% |
| YTD | +23.7% | +100.7% | -77.0% | +6.9% |
| 1Y | +38.8% | +146.9% | -108.0% | +14.8% |
| All | +196.4% | +514.4% | -318.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling