+499.6%
SMTC vs RJF
+429.5%
+70.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.2% |
| 7D | +17.5% | -4.2% | +21.7% | +20.7% |
| 30D | +21.3% | -3.6% | +24.9% | +23.8% |
| 3M | +3.1% | +15.6% | -12.5% | -8.3% |
| 6M | +81.7% | +17.6% | +64.1% | +58.7% |
| YTD | +115.9% | +9.2% | +106.7% | +96.7% |
| 1Y | +157.8% | +5.5% | +152.3% | +139.5% |
| 3Y | +557.3% | +70.3% | +487.0% | +352.7% |
| 5Y | +114.7% | +106.0% | +8.6% | +27.7% |
| All | +499.6% | +429.5% | +70.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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