+5,008.5%
FLEX vs SMTC
+35,605.0%
-30,596.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.7% | -8.2% | -0.7% |
| 7D | -19.3% | -19.0% | -0.3% | -12.0% |
| 30D | -41.5% | -46.7% | +5.2% | -24.6% |
| 3M | -43.1% | -23.4% | -19.7% | -37.8% |
| 6M | -48.2% | -13.4% | -34.8% | -46.8% |
| YTD | +15.5% | +40.1% | -24.6% | -2.8% |
| 1Y | +10.2% | +47.7% | -37.5% | -9.6% |
| 3Y | +256.8% | +606.9% | -350.1% | +26.9% |
| 5Y | +408.2% | +14.4% | +393.8% | +252.8% |
| 10Y | +580.8% | +322.5% | +258.3% | +160.3% |
| All | +5,008.5% | +35,605.0% | -30,596.5% | +667.8% |
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