-10.4%
FLUT vs SMTC
+504.7%
-515.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -2.6% | +22.5% | -25.1% | -4.7% |
| 30D | +5.4% | +24.9% | -19.5% | +2.3% |
| 3M | -10.8% | +4.1% | -14.8% | -12.5% |
| 6M | -9.2% | +92.6% | -101.8% | -19.2% |
| YTD | -53.8% | +122.5% | -176.3% | -59.9% |
| 1Y | -66.0% | +166.2% | -232.2% | -71.4% |
| 3Y | -44.7% | +577.2% | -621.8% | -62.4% |
| 5Y | -50.6% | +119.0% | -169.5% | -62.8% |
| 10Y | -10.4% | +527.9% | -538.3% | -26.1% |
| All | -10.4% | +504.7% | -515.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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