+69.5%
SMTC vs USFR
+4.1%
+65.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -3.3% |
| 7D | +11.0% | +0.1% | +11.0% | +13.5% |
| 30D | -28.5% | +0.4% | -28.9% | -18.8% |
| 3M | -14.2% | +1.1% | -15.3% | +29.8% |
| 6M | -18.0% | +2.0% | -20.0% | +110.7% |
| YTD | +55.5% | +3.5% | +52.0% | +334.2% |
| 1Y | +69.5% | +4.1% | +65.4% | +310.1% |
| All | +69.5% | +4.1% | +65.5% | +310.1% |
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