+1,475.7%
SMH vs FLUT
-26.8%
+1,502.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -13.8% | +9.3% | -23.1% | -15.2% |
| 3M | -17.4% | -17.5% | +0.1% | -15.6% |
| 6M | -15.0% | -14.6% | -0.4% | -14.5% |
| YTD | +35.2% | -62.3% | +97.4% | +55.8% |
| 1Y | +41.6% | -59.6% | +101.2% | +61.1% |
| 3Y | +215.6% | -45.3% | +260.9% | +241.8% |
| 5Y | +233.2% | -50.4% | +283.6% | +251.1% |
| All | +1,475.7% | -26.8% | +1,502.5% | +1,655.8% |
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