+699.7%
SMTC vs RJF
+76.6%
+623.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | +11.0% | +3.6% | +7.4% | +8.8% |
| 30D | -28.5% | +7.2% | -35.7% | -31.9% |
| 3M | -14.2% | -6.5% | -7.7% | -11.0% |
| 6M | -18.0% | +10.3% | -28.3% | -26.0% |
| YTD | +55.5% | +6.5% | +49.0% | +41.0% |
| 1Y | +69.5% | +6.1% | +63.4% | +54.4% |
| 3Y | +699.7% | +74.9% | +624.8% | +399.9% |
| All | +699.7% | +76.6% | +623.0% | +399.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling