+7,037.6%
SMH vs FLUT
+2,054.3%
+4,983.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.7% |
| 7D | +2.5% | -1.6% | +4.2% | +2.6% |
| 30D | -0.5% | +7.7% | -8.2% | -1.1% |
| 3M | -9.6% | -0.7% | -8.9% | -10.0% |
| 6M | +42.1% | -11.2% | +53.2% | +42.5% |
| YTD | +57.4% | -53.4% | +110.9% | +64.9% |
| 1Y | +96.2% | -65.8% | +162.0% | +109.7% |
| 3Y | +267.9% | -44.9% | +312.9% | +280.6% |
| 5Y | +327.7% | -49.7% | +377.4% | +336.5% |
| 10Y | +1,764.6% | -9.7% | +1,774.4% | +1,787.6% |
| All | +7,037.6% | +2,054.3% | +4,983.4% | +7,386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling