+632.9%
SMTC vs FLR
+609.6%
+23.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.8% | +9.1% | +9.7% |
| 7D | +22.9% | +0.7% | +22.3% | +22.6% |
| 30D | +16.6% | -0.7% | +17.3% | +17.0% |
| 3M | +2.4% | +14.3% | -11.9% | -1.6% |
| 6M | +98.3% | +25.6% | +72.7% | +84.0% |
| YTD | +120.7% | +42.9% | +77.8% | +96.0% |
| 1Y | +168.3% | +38.7% | +129.5% | +139.7% |
| 3Y | +571.7% | +61.8% | +509.9% | +465.3% |
| 5Y | +114.0% | +254.1% | -140.1% | +36.9% |
| 10Y | +497.0% | +20.0% | +476.9% | +329.9% |
| All | +632.9% | +609.6% | +23.4% | +85.8% |
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