+114.0%
SMTC vs SFM
+219.5%
-105.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -6.5% | +16.5% | +11.0% |
| 7D | +22.9% | -5.8% | +28.8% | +24.0% |
| 30D | +16.6% | -11.4% | +28.0% | +18.7% |
| 3M | +2.4% | -12.2% | +14.6% | +4.1% |
| 6M | +98.3% | -5.2% | +103.4% | +97.2% |
| YTD | +120.7% | -4.5% | +125.1% | +118.2% |
| 1Y | +168.3% | -45.4% | +213.6% | +200.2% |
| 3Y | +571.7% | +91.1% | +480.6% | +494.3% |
| 5Y | +114.0% | +226.8% | -112.8% | +83.3% |
| All | +114.0% | +219.5% | -105.5% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling