+1,658.1%
FLUT vs SM
+186.5%
+1,471.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -1.1% | -25.9% | +24.8% | 0.0% |
| 30D | +7.7% | -15.1% | +22.8% | +8.3% |
| 3M | -12.2% | +4.9% | -17.0% | -12.4% |
| 6M | -17.6% | +6.1% | -23.7% | -18.0% |
| YTD | -62.0% | +63.4% | -125.4% | -62.9% |
| 1Y | -62.3% | +72.5% | -134.7% | -63.3% |
| 3Y | -52.0% | -16.9% | -35.1% | -52.2% |
| 5Y | -51.8% | -10.6% | -41.1% | -52.5% |
| 10Y | -26.3% | +11.3% | -37.6% | -28.6% |
| All | +1,658.1% | +186.5% | +1,471.6% | +1,197.1% |
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