-64.1%
FLUT vs SMTC
+53.1%
-117.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.4% |
| 7D | -1.5% | -10.9% | +9.5% | -2.0% |
| 30D | +3.4% | -39.4% | +42.8% | +0.7% |
| 3M | -12.5% | -13.5% | +1.1% | -12.3% |
| 6M | -18.5% | -6.8% | -11.6% | -19.9% |
| YTD | -61.6% | +54.0% | -115.6% | -65.4% |
| 1Y | -64.1% | +50.8% | -114.9% | -67.9% |
| All | -64.1% | +53.1% | -117.2% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling