-84.3%
FRMI vs SMTC
+111.3%
-195.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.2% | -3.9% | +1.0% |
| 7D | +2.4% | +12.7% | -10.3% | -3.3% |
| 30D | -17.3% | +22.0% | -39.3% | -26.2% |
| 3M | -17.2% | -12.7% | -4.5% | -16.0% |
| 6M | -43.4% | +64.8% | -108.1% | -64.5% |
| YTD | -36.0% | +100.7% | -136.7% | -65.6% |
| All | -84.3% | +111.3% | -195.5% | -90.8% |
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 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