+601.8%
SMTC vs FLR
+56.0%
+545.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +2.7% |
| 7D | +22.5% | -3.1% | +25.6% | +24.6% |
| 30D | +24.9% | +4.9% | +19.9% | +21.3% |
| 3M | +4.1% | +10.8% | -6.7% | -1.8% |
| 6M | +92.6% | +19.7% | +72.9% | +71.8% |
| YTD | +122.5% | +38.4% | +84.1% | +81.7% |
| 1Y | +166.2% | +34.7% | +131.5% | +118.3% |
| All | +601.8% | +56.0% | +545.8% | +339.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling