+1,817.6%
SMH vs FLUT
-9.3%
+1,826.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.2% |
| 7D | +0.3% | +0.4% | -0.2% | +0.2% |
| 30D | -2.8% | +2.5% | -5.3% | -3.4% |
| 3M | -6.7% | -9.2% | +2.5% | -6.1% |
| 6M | +41.8% | -8.2% | +50.0% | +41.9% |
| YTD | +57.9% | -53.2% | +111.1% | +77.0% |
| 1Y | +87.6% | -65.6% | +153.2% | +121.3% |
| 3Y | +282.9% | -43.6% | +326.5% | +312.5% |
| 5Y | +330.4% | -50.3% | +380.7% | +345.4% |
| All | +1,817.6% | -9.3% | +1,826.9% | +1,969.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling