-82.4%
FRMI vs SMTC
+132.3%
-214.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.0% | +1.6% | +6.7% |
| 7D | +23.3% | +22.9% | +0.4% | +11.8% |
| 30D | -7.6% | +16.6% | -24.2% | -15.1% |
| 3M | +0.2% | +2.4% | -2.2% | -6.3% |
| 6M | -28.7% | +98.3% | -127.0% | -60.2% |
| YTD | -28.6% | +120.7% | -149.3% | -63.3% |
| All | -82.4% | +132.3% | -214.8% | -90.2% |
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