-26.1%
FLUT vs SM
+18.2%
-44.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -4.3% |
| 7D | -1.2% | +10.6% | -11.8% | -1.5% |
| 30D | +5.0% | -15.0% | +20.0% | +5.5% |
| 3M | -16.4% | +1.7% | -18.1% | -16.6% |
| 6M | -14.6% | +5.9% | -20.4% | -14.9% |
| YTD | -61.9% | +79.0% | -140.9% | -62.8% |
| 1Y | -65.0% | +84.7% | -149.7% | -65.9% |
| 3Y | -44.8% | -3.5% | -41.4% | -45.4% |
| 5Y | -49.9% | +4.9% | -54.8% | -50.6% |
| All | -26.1% | +18.2% | -44.2% | -22.5% |
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