+330.5%
CFG vs SMTC
+357.3%
-26.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.5% | -1.6% |
| 7D | -0.8% | +12.9% | -13.6% | -4.5% |
| 30D | +3.1% | -25.6% | +28.7% | +8.6% |
| 3M | -9.7% | -4.5% | -5.2% | -12.8% |
| 6M | +6.7% | -8.3% | +15.0% | +0.4% |
| YTD | +15.2% | +69.9% | -54.8% | -11.3% |
| 1Y | +28.8% | +73.9% | -45.1% | -2.2% |
| 3Y | +190.1% | +757.7% | -567.6% | +5.9% |
| 5Y | +63.4% | +38.7% | +24.7% | +11.0% |
| 10Y | +219.8% | +376.1% | -156.4% | +24.8% |
| All | +330.5% | +357.3% | -26.8% | +57.8% |
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