+117.2%
SMTC vs USFR
+20.4%
+96.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +9.9% | +10.2% |
| 7D | +22.9% | +0.1% | +22.9% | +23.4% |
| 30D | +16.6% | +0.3% | +16.3% | +19.0% |
| 3M | +2.4% | +1.0% | +1.4% | +8.7% |
| 6M | +98.3% | +1.9% | +96.3% | +118.1% |
| YTD | +120.7% | +2.7% | +118.0% | +147.8% |
| 1Y | +168.3% | +4.0% | +164.2% | +213.0% |
| 3Y | +571.7% | +14.0% | +557.7% | +1,040.4% |
| All | +117.2% | +20.4% | +96.8% | +395.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling