+351.4%
SMTC vs USFD
+368.6%
-17.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.1% | +9.8% | +11.7% |
| 7D | -4.8% | +3.9% | -8.8% | -6.6% |
| 30D | -37.8% | +12.8% | -50.7% | -41.3% |
| 3M | -16.5% | +1.0% | -17.4% | -17.7% |
| 6M | -4.4% | +30.3% | -34.7% | -15.8% |
| YTD | +58.0% | +46.0% | +12.1% | +31.5% |
| 1Y | +62.0% | +49.6% | +12.4% | +33.6% |
| 3Y | +745.7% | +166.3% | +579.4% | +466.8% |
| 5Y | +29.0% | +208.4% | -179.4% | -18.7% |
| 10Y | +351.4% | +371.2% | -19.9% | +141.6% |
| All | +351.4% | +368.6% | -17.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling