+146.9%
SMTC vs SFM
-41.4%
+188.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.4% | +9.3% |
| 7D | +12.7% | -0.1% | +12.8% | +12.7% |
| 30D | +22.0% | -4.4% | +26.3% | +21.8% |
| 3M | -12.7% | +1.5% | -14.2% | -12.3% |
| 6M | +64.8% | +6.5% | +58.3% | +64.9% |
| YTD | +100.7% | +2.2% | +98.5% | +102.2% |
| 1Y | +146.9% | -41.9% | +188.8% | +135.4% |
| All | +146.9% | -41.4% | +188.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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