+72.2%
SMTC vs SFM
-35.8%
+108.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.6% | -16.6% | -12.2% |
| 7D | -24.5% | -12.3% | -12.2% | -25.3% |
| 30D | -42.5% | -16.2% | -26.3% | -43.5% |
| 3M | -14.1% | -36.8% | +22.7% | -19.1% |
| 6M | +3.6% | -32.6% | +36.2% | -0.4% |
| YTD | +50.6% | -31.7% | +82.3% | +45.5% |
| 1Y | +72.2% | -35.0% | +107.2% | +65.8% |
| All | +72.2% | -35.8% | +108.1% | +65.8% |
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