-65.0%
FLUT vs SM
+78.0%
-143.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -4.0% |
| 7D | -1.2% | +10.6% | -11.8% | -1.1% |
| 30D | +5.0% | -15.0% | +20.0% | +4.7% |
| 3M | -16.4% | +1.7% | -18.1% | -16.1% |
| 6M | -14.6% | +5.9% | -20.4% | -14.1% |
| YTD | -61.9% | +79.0% | -140.9% | -60.2% |
| 1Y | -65.0% | +84.7% | -149.7% | -63.6% |
| All | -65.0% | +78.0% | -143.0% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling