-83.4%
FRMI vs SMTC
+127.3%
-210.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.1% |
| 7D | +10.9% | +17.5% | -6.6% | +2.7% |
| 30D | -24.3% | +21.3% | -45.6% | -31.8% |
| 3M | -21.8% | +3.1% | -24.9% | -27.1% |
| 6M | -33.0% | +81.7% | -114.7% | -60.2% |
| YTD | -32.6% | +115.9% | -148.6% | -65.0% |
| All | -83.4% | +127.3% | -210.8% | -90.6% |
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