+7.5%
SMR vs FLUT
-19.0%
+26.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | +13.1% | -2.6% | +15.7% | +14.1% |
| 30D | +17.8% | +5.4% | +12.4% | +15.6% |
| 3M | +8.1% | -10.8% | +18.9% | +10.5% |
| 6M | -11.1% | -9.2% | -1.9% | -10.5% |
| YTD | -23.7% | -53.8% | +30.1% | -2.0% |
| 1Y | -69.4% | -66.0% | -3.4% | -56.1% |
| 3Y | +82.6% | -44.7% | +127.3% | +131.7% |
| All | +7.5% | -19.0% | +26.4% | +27.8% |
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