-83.1%
FRMI vs SMTC
+138.9%
-222.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | -0.4% |
| 7D | +7.4% | +13.1% | -5.7% | +1.3% |
| 30D | -27.6% | +19.5% | -47.1% | -34.4% |
| 3M | -20.9% | +2.2% | -23.1% | -25.5% |
| 6M | -36.6% | +94.9% | -131.5% | -63.8% |
| YTD | -31.3% | +127.0% | -158.2% | -65.2% |
| All | -83.1% | +138.9% | -222.0% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling