+52.1%
CIFR vs SMTC
+110.0%
-58.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.0% | -5.6% | -0.6% |
| 7D | +26.7% | +22.9% | +3.7% | +13.9% |
| 30D | +7.7% | +16.6% | -8.9% | -0.6% |
| 3M | -23.8% | +2.4% | -26.2% | -26.0% |
| 6M | +35.9% | +98.3% | -62.4% | -5.2% |
| YTD | +25.4% | +120.7% | -95.3% | -17.2% |
| 1Y | +139.8% | +168.3% | -28.5% | +43.8% |
| 3Y | +515.0% | +571.7% | -56.8% | +97.0% |
| 5Y | +52.1% | +114.0% | -61.9% | +9.4% |
| All | +52.1% | +110.0% | -58.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling