+699.7%
SMTC vs FLR
+35.7%
+664.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.4% |
| 7D | +11.0% | +5.4% | +5.6% | +7.8% |
| 30D | -28.5% | +2.8% | -31.3% | -28.6% |
| 3M | -14.2% | -6.4% | -7.8% | -9.3% |
| 6M | -18.0% | +8.8% | -26.8% | -19.6% |
| YTD | +55.5% | +23.6% | +31.9% | +38.8% |
| 1Y | +69.5% | +13.8% | +55.7% | +58.7% |
| 3Y | +699.7% | +36.5% | +663.2% | +462.9% |
| All | +699.7% | +35.7% | +664.0% | +462.9% |
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