+2,054.3%
FLUT vs SMTC
+1,381.9%
+672.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -2.8% |
| 7D | -1.6% | +12.7% | -14.4% | -2.5% |
| 30D | +7.7% | +22.0% | -14.2% | +5.7% |
| 3M | -0.7% | -12.7% | +12.0% | -0.8% |
| 6M | -11.2% | +64.8% | -75.9% | -16.6% |
| YTD | -53.4% | +100.7% | -154.1% | -57.2% |
| 1Y | -65.8% | +146.9% | -212.7% | -69.2% |
| 3Y | -44.9% | +456.8% | -501.7% | -55.6% |
| 5Y | -49.7% | +89.2% | -138.9% | -57.4% |
| 10Y | -9.7% | +426.9% | -436.6% | -25.8% |
| All | +2,054.3% | +1,381.9% | +672.4% | +1,552.8% |
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