+2,054.3%
FLUT vs SM
+248.9%
+1,805.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +7.7% | +26.3% | -18.6% | +6.7% |
| 3M | -0.7% | +8.7% | -9.4% | -1.2% |
| 6M | -11.2% | +51.7% | -62.8% | -12.9% |
| YTD | -53.4% | +99.0% | -152.5% | -54.9% |
| 1Y | -65.8% | +34.6% | -100.4% | -66.3% |
| 3Y | -44.9% | -7.8% | -37.2% | -45.5% |
| 5Y | -49.7% | +104.8% | -154.5% | -51.5% |
| 10Y | -9.7% | +7.2% | -17.0% | -12.3% |
| All | +2,054.3% | +248.9% | +1,805.3% | +1,478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling