+69.5%
SMTC vs SFM
-36.8%
+106.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.8% |
| 7D | +11.0% | +6.0% | +5.0% | +12.1% |
| 30D | -28.5% | -19.5% | -9.0% | -30.3% |
| 3M | -14.2% | -37.0% | +22.8% | -19.3% |
| 6M | -18.0% | -41.0% | +23.0% | -23.2% |
| YTD | +55.5% | -34.6% | +90.1% | +49.7% |
| 1Y | +69.5% | -36.3% | +105.8% | +63.5% |
| All | +69.5% | -36.8% | +106.3% | +63.5% |
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