+416.7%
FLEX vs SMTC
+13.5%
+403.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.7% | -8.2% | -0.1% |
| 7D | -19.3% | -19.0% | -0.3% | -12.7% |
| 30D | -41.5% | -46.7% | +5.2% | -26.8% |
| 3M | -43.1% | -23.4% | -19.7% | -38.1% |
| 6M | -48.2% | -13.4% | -34.8% | -46.3% |
| YTD | +15.5% | +40.1% | -24.6% | +2.9% |
| 1Y | +10.2% | +47.7% | -37.5% | -3.5% |
| 3Y | +256.8% | +606.9% | -350.1% | +70.0% |
| All | +416.7% | +13.5% | +403.2% | +397.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling