+88.7%
SMTC vs FLNC
-71.1%
+159.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.1% |
| 7D | +17.5% | -5.0% | +22.5% | +18.7% |
| 30D | +21.3% | -26.1% | +47.4% | +28.6% |
| 3M | +3.1% | -55.2% | +58.3% | +20.4% |
| 6M | +81.7% | -42.6% | +124.3% | +95.1% |
| YTD | +115.9% | -51.0% | +167.0% | +132.5% |
| 1Y | +157.8% | +43.3% | +114.5% | +117.1% |
| 3Y | +557.3% | -63.4% | +620.7% | +516.6% |
| All | +88.7% | -71.1% | +159.8% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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