+1,663.9%
FLUT vs SMTC
+1,096.8%
+567.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.8% |
| 7D | -1.2% | +30.5% | -31.7% | -3.0% |
| 30D | +5.0% | -30.9% | +35.9% | +7.1% |
| 3M | -16.4% | -14.7% | -1.7% | -16.6% |
| 6M | -14.6% | -9.6% | -5.0% | -16.2% |
| YTD | -61.9% | +62.1% | -124.0% | -64.7% |
| 1Y | -65.0% | +66.6% | -131.6% | -67.8% |
| 3Y | -44.8% | +718.1% | -762.9% | -57.0% |
| 5Y | -49.9% | +32.8% | -82.7% | -57.2% |
| 10Y | -26.1% | +354.1% | -380.2% | -39.0% |
| All | +1,663.9% | +1,096.8% | +567.1% | +1,260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling