+69.5%
SMTC vs RJF
+3.6%
+65.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.0% |
| 7D | +11.0% | +3.6% | +7.4% | +11.3% |
| 30D | -28.5% | +7.2% | -35.7% | -27.7% |
| 3M | -14.2% | -6.5% | -7.7% | -13.2% |
| 6M | -18.0% | +10.3% | -28.3% | -18.9% |
| YTD | +55.5% | +6.5% | +49.0% | +47.3% |
| 1Y | +69.5% | +6.1% | +63.4% | +61.5% |
| All | +69.5% | +3.6% | +65.9% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling