+571.7%
SMTC vs SFM
+96.9%
+474.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -6.5% | +16.5% | +11.1% |
| 7D | +22.9% | -5.8% | +28.8% | +24.1% |
| 30D | +16.6% | -11.4% | +28.0% | +19.0% |
| 3M | +2.4% | -12.2% | +14.6% | +4.3% |
| 6M | +98.3% | -5.2% | +103.4% | +96.7% |
| YTD | +120.7% | -4.5% | +125.1% | +117.6% |
| 1Y | +168.3% | -45.4% | +213.6% | +218.9% |
| 3Y | +571.7% | +91.1% | +480.6% | +310.2% |
| All | +571.7% | +96.9% | +474.8% | +310.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling