+340.7%
SMTC vs SFM
+140.2%
+200.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.2% |
| 7D | +11.0% | +6.0% | +5.0% | +10.2% |
| 30D | -28.5% | -19.5% | -9.0% | -27.0% |
| 3M | -14.2% | -37.0% | +22.8% | -9.7% |
| 6M | -18.0% | -41.0% | +23.0% | -13.1% |
| YTD | +55.5% | -34.6% | +90.1% | +60.6% |
| 1Y | +69.5% | -36.3% | +105.8% | +75.7% |
| 3Y | +699.7% | +24.5% | +675.1% | +654.4% |
| 5Y | +27.4% | +115.9% | -88.5% | +10.0% |
| All | +340.7% | +140.2% | +200.6% | +281.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling