+157.8%
SMTC vs USFR
+4.0%
+153.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.1% |
| 7D | +17.5% | +0.1% | +17.4% | +21.5% |
| 30D | +21.3% | +0.3% | +21.0% | +40.8% |
| 3M | +3.1% | +1.0% | +2.2% | +66.9% |
| 6M | +81.7% | +1.9% | +79.8% | +275.1% |
| YTD | +115.9% | +2.7% | +113.3% | +376.6% |
| 1Y | +157.8% | +4.0% | +153.8% | +555.0% |
| All | +157.8% | +4.0% | +153.8% | +555.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling