+572.5%
SMTC vs USFR
+27.5%
+545.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +12.7% | +0.1% | +12.7% | +12.7% |
| 30D | +22.0% | +0.3% | +21.7% | +21.8% |
| 3M | -12.7% | +1.0% | -13.7% | -13.2% |
| 6M | +64.8% | +1.9% | +62.8% | +62.9% |
| YTD | +100.7% | +2.6% | +98.1% | +97.6% |
| 1Y | +146.9% | +4.0% | +142.9% | +141.0% |
| 3Y | +456.8% | +14.1% | +442.7% | +413.6% |
| 5Y | +89.2% | +20.4% | +68.8% | +68.3% |
| 10Y | +426.9% | +28.0% | +398.9% | +355.3% |
| All | +572.5% | +27.5% | +545.0% | +477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling