+316.4%
CFG vs SMTC
+277.0%
+39.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.7% | -13.7% | -4.0% |
| 7D | -0.9% | -19.0% | +18.1% | +3.3% |
| 30D | +1.1% | -46.7% | +47.8% | +15.6% |
| 3M | -12.0% | -23.4% | +11.4% | -10.1% |
| 6M | -2.2% | -13.4% | +11.2% | -7.2% |
| YTD | +11.4% | +40.1% | -28.7% | -9.9% |
| 1Y | +27.8% | +47.7% | -19.8% | +1.1% |
| 3Y | +173.3% | +606.9% | -433.6% | +4.7% |
| 5Y | +62.4% | +14.4% | +48.1% | +16.0% |
| 10Y | +249.6% | +322.5% | -72.9% | +40.1% |
| All | +316.4% | +277.0% | +39.5% | +60.4% |
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