+301.9%
SMTC vs SFM
+44.5%
+257.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.9% | +9.9% |
| 7D | +12.9% | -7.1% | +19.9% | +14.1% |
| 30D | -25.6% | -21.4% | -4.2% | -23.7% |
| 3M | -4.5% | -40.1% | +35.6% | +1.7% |
| 6M | -8.3% | -38.0% | +29.7% | -3.4% |
| YTD | +69.9% | -36.5% | +106.5% | +76.7% |
| 1Y | +73.9% | -35.2% | +109.1% | +79.9% |
| 3Y | +757.7% | +23.5% | +734.2% | +700.9% |
| 5Y | +38.7% | +109.7% | -71.0% | +17.3% |
| 10Y | +376.1% | +132.6% | +243.6% | +275.8% |
| All | +301.9% | +44.5% | +257.4% | +249.1% |
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 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