+374.6%
SMTC vs SFM
+132.6%
+242.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.4% | +8.8% |
| 7D | +12.7% | -0.1% | +12.8% | +12.8% |
| 30D | +22.0% | -4.4% | +26.3% | +22.8% |
| 3M | -12.7% | +1.5% | -14.2% | -13.3% |
| 6M | +64.8% | +6.5% | +58.3% | +61.1% |
| YTD | +100.7% | +2.2% | +98.5% | +96.9% |
| 1Y | +146.9% | -41.9% | +188.8% | +166.1% |
| 3Y | +456.8% | +106.8% | +350.1% | +388.0% |
| 5Y | +89.2% | +231.6% | -142.3% | +51.2% |
| 10Y | +426.9% | +258.4% | +168.4% | +293.5% |
| All | +374.6% | +132.6% | +242.0% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling