+530.1%
SMTC vs USFR
+28.1%
+502.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +13.1% | +0.1% | +12.9% | +12.9% |
| 30D | +19.5% | +0.4% | +19.1% | +19.0% |
| 3M | +2.2% | +1.0% | +1.2% | +1.0% |
| 6M | +94.9% | +2.0% | +92.9% | +89.9% |
| YTD | +127.0% | +2.8% | +124.2% | +118.5% |
| 1Y | +174.6% | +4.1% | +170.5% | +158.9% |
| 3Y | +615.9% | +14.1% | +601.8% | +487.1% |
| 5Y | +125.6% | +20.6% | +105.0% | +66.6% |
| All | +530.1% | +28.1% | +502.0% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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