+119.0%
SMTC vs RJF
+106.2%
+12.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.1% |
| 3M | +4.1% | +16.3% | -12.3% | -8.5% |
| 6M | +92.6% | +16.9% | +75.6% | +67.3% |
| YTD | +122.5% | +10.4% | +112.0% | +99.6% |
| 1Y | +166.2% | +7.4% | +158.8% | +142.5% |
| 3Y | +577.2% | +72.2% | +504.9% | +350.4% |
| 5Y | +119.0% | +105.1% | +13.9% | +32.2% |
| All | +119.0% | +106.2% | +12.8% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling