+416.5%
SMTC vs FLR
+513.8%
-97.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.7% |
| 7D | +11.0% | +5.4% | +5.6% | +9.3% |
| 30D | -28.5% | +2.8% | -31.3% | -28.4% |
| 3M | -14.2% | -6.4% | -7.8% | -11.2% |
| 6M | -18.0% | +8.8% | -26.8% | -18.7% |
| YTD | +55.5% | +23.6% | +31.9% | +46.6% |
| 1Y | +69.5% | +13.8% | +55.7% | +64.5% |
| 3Y | +699.7% | +36.5% | +663.2% | +618.5% |
| 5Y | +27.4% | +119.3% | -91.9% | -3.5% |
| 10Y | +335.7% | +8.0% | +327.7% | +231.1% |
| All | +416.5% | +513.8% | -97.4% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling