+286.7%
SMH vs FLUT
-42.5%
+329.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.2% | +3.8% | +1.4% | +4.5% |
| 30D | -1.5% | +6.3% | -7.8% | -3.0% |
| 3M | -4.1% | -4.0% | 0.0% | -4.5% |
| 6M | +50.8% | -10.3% | +61.0% | +52.0% |
| YTD | +59.3% | -53.2% | +112.5% | +93.4% |
| 1Y | +94.1% | -65.0% | +159.1% | +156.8% |
| 3Y | +286.7% | -43.9% | +330.6% | +330.6% |
| All | +286.7% | -42.5% | +329.2% | +330.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling