-49.2%
FLUT vs SMTC
+110.0%
-159.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | -0.7% |
| 7D | +3.8% | +22.9% | -19.1% | +0.8% |
| 30D | +6.3% | +16.6% | -10.3% | +3.3% |
| 3M | -4.0% | +2.4% | -6.5% | -6.3% |
| 6M | -10.3% | +98.3% | -108.6% | -24.0% |
| YTD | -53.2% | +120.7% | -173.9% | -61.4% |
| 1Y | -65.0% | +168.3% | -233.3% | -72.6% |
| 3Y | -43.9% | +571.7% | -615.6% | -69.5% |
| 5Y | -49.2% | +114.0% | -163.2% | -61.1% |
| All | -49.2% | +110.0% | -159.3% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling