-45.3%
FLUT vs SM
-3.9%
-41.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +9.4% | -10.1% | -1.9% |
| 30D | +9.3% | -14.4% | +23.6% | +11.0% |
| 3M | -17.5% | +1.6% | -19.0% | -18.2% |
| 6M | -14.6% | +6.3% | -21.0% | -16.2% |
| YTD | -62.3% | +78.8% | -141.1% | -66.7% |
| 1Y | -59.6% | +83.1% | -142.8% | -64.6% |
| 3Y | -45.3% | -5.9% | -39.4% | -47.5% |
| All | -45.3% | -3.9% | -41.4% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling