+339.4%
SMH vs FLUT
-50.1%
+389.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.2% | +3.8% | +1.4% | +4.3% |
| 30D | -1.5% | +6.3% | -7.8% | -3.3% |
| 3M | -4.1% | -4.0% | 0.0% | -4.6% |
| 6M | +50.8% | -10.3% | +61.0% | +51.7% |
| YTD | +59.3% | -53.2% | +112.5% | +91.1% |
| 1Y | +94.1% | -65.0% | +159.1% | +151.8% |
| 3Y | +286.7% | -43.9% | +330.6% | +329.5% |
| 5Y | +339.4% | -49.2% | +388.7% | +348.0% |
| All | +339.4% | -50.1% | +389.6% | +348.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling