+79.2%
CIFR vs SMTC
+160.0%
-80.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.2% | -7.1% | -2.3% |
| 7D | +16.9% | +12.7% | +4.2% | +10.3% |
| 30D | -5.2% | +22.0% | -27.2% | -14.5% |
| 3M | -30.6% | -12.7% | -17.9% | -26.8% |
| 6M | +10.6% | +64.8% | -54.2% | -14.1% |
| YTD | +20.2% | +100.7% | -80.5% | -15.0% |
| 1Y | +139.7% | +146.9% | -7.2% | +53.9% |
| 3Y | +489.4% | +456.8% | +32.6% | +125.5% |
| 5Y | +54.4% | +89.2% | -34.8% | -2.7% |
| All | +79.2% | +160.0% | -80.9% | +10.0% |
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