+5,623.1%
FLEX vs SMTC
+40,185.3%
-34,562.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +12.8% | -0.8% | +6.8% |
| 7D | -7.2% | -4.8% | -2.3% | -5.0% |
| 30D | -34.8% | -37.8% | +3.1% | -20.9% |
| 3M | -35.6% | -16.5% | -19.1% | -31.9% |
| 6M | -45.0% | -4.4% | -40.6% | -45.7% |
| YTD | +29.4% | +58.0% | -28.6% | +3.7% |
| 1Y | +24.8% | +62.0% | -37.2% | -1.3% |
| 3Y | +304.4% | +745.7% | -441.3% | +33.9% |
| 5Y | +484.1% | +29.0% | +455.0% | +286.4% |
| 10Y | +640.4% | +351.4% | +289.1% | +175.8% |
| All | +5,623.1% | +40,185.3% | -34,562.2% | +719.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling