+499.6%
SMTC vs FLR
+18.3%
+481.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.2% |
| 7D | +17.5% | -6.9% | +24.4% | +19.9% |
| 30D | +21.3% | +1.1% | +20.2% | +21.0% |
| 3M | +3.1% | +14.3% | -11.2% | -0.3% |
| 6M | +81.7% | +19.1% | +62.6% | +73.2% |
| YTD | +115.9% | +35.1% | +80.8% | +98.5% |
| 1Y | +157.8% | +29.5% | +128.4% | +139.2% |
| 3Y | +557.3% | +53.0% | +504.3% | +481.6% |
| 5Y | +114.7% | +238.9% | -124.3% | +57.0% |
| All | +499.6% | +18.3% | +481.3% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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