-45.3%
FLUT vs SMTC
+698.5%
-743.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.8% |
| 7D | -0.7% | +11.0% | -11.7% | -1.3% |
| 30D | +9.3% | -28.5% | +37.7% | +11.0% |
| 3M | -17.5% | -14.2% | -3.3% | -17.8% |
| 6M | -14.6% | -18.0% | +3.4% | -16.0% |
| YTD | -62.3% | +55.5% | -117.8% | -66.4% |
| 1Y | -59.6% | +69.5% | -129.2% | -64.6% |
| 3Y | -45.3% | +699.7% | -744.9% | -65.1% |
| All | -45.3% | +698.5% | -743.8% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling