-27.8%
CIFR vs SMTC
+110.0%
-137.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.9% |
| 7D | +28.8% | +30.5% | -1.6% | +12.7% |
| 30D | -36.9% | -30.9% | -6.1% | -23.6% |
| 3M | -60.0% | -14.7% | -45.3% | -56.6% |
| 6M | -64.4% | -9.6% | -54.8% | -62.7% |
| YTD | -51.6% | +62.1% | -113.6% | -61.8% |
| 1Y | -58.9% | +66.6% | -125.4% | -67.7% |
| 3Y | +139.9% | +718.1% | -578.1% | -20.3% |
| 5Y | -15.1% | +32.8% | -47.9% | -38.6% |
| All | -27.8% | +110.0% | -137.8% | -50.6% |
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