+138.2%
CIFR vs SMTC
+698.5%
-560.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -1.9% |
| 7D | +4.8% | +11.0% | -6.2% | -1.2% |
| 30D | -31.0% | -28.5% | -2.5% | -17.5% |
| 3M | -58.7% | -14.2% | -44.5% | -55.2% |
| 6M | -67.7% | -18.0% | -49.7% | -64.6% |
| YTD | -53.5% | +55.5% | -109.0% | -62.4% |
| 1Y | -54.1% | +69.5% | -123.6% | -63.9% |
| 3Y | +138.2% | +699.7% | -561.5% | -1.6% |
| All | +138.2% | +698.5% | -560.3% | -1.6% |
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 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