+25.0%
FLEX vs SMTC
+70.8%
-45.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -12.9% | +0.6% | -5.3% |
| 7D | -17.0% | -24.5% | +7.5% | -3.2% |
| 30D | -33.8% | -42.5% | +8.6% | -11.6% |
| 3M | -39.0% | -14.1% | -25.0% | -36.5% |
| 6M | -15.9% | +3.6% | -19.5% | -22.3% |
| YTD | +27.8% | +50.6% | -22.7% | -4.4% |
| 1Y | +25.0% | +72.2% | -47.3% | -14.7% |
| All | +25.0% | +70.8% | -45.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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