-25.6%
FLUT vs SM
+4.2%
-29.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -1.5% | -19.5% | +18.0% | -0.8% |
| 30D | +3.4% | -20.2% | +23.6% | +4.1% |
| 3M | -12.5% | -6.5% | -6.0% | -12.4% |
| 6M | -18.5% | +1.6% | -20.0% | -18.7% |
| YTD | -61.6% | +61.2% | -122.9% | -62.4% |
| 1Y | -64.1% | +65.4% | -129.5% | -64.9% |
| 3Y | -44.5% | -13.0% | -31.4% | -44.8% |
| 5Y | -51.3% | -4.3% | -47.0% | -51.8% |
| 10Y | -25.6% | +3.0% | -28.6% | -21.7% |
| All | -25.6% | +4.2% | -29.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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