+601.8%
SMTC vs RJF
+71.0%
+530.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +22.5% | -0.3% | +22.8% | +22.4% |
| 30D | +24.9% | -2.0% | +26.9% | +26.2% |
| 3M | +4.1% | +16.3% | -12.3% | -9.5% |
| 6M | +92.6% | +16.9% | +75.6% | +64.7% |
| YTD | +122.5% | +10.4% | +112.0% | +96.9% |
| 1Y | +166.2% | +7.4% | +158.8% | +139.4% |
| All | +601.8% | +71.0% | +530.8% | +313.4% |
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