+101.7%
SMR vs FLUT
-45.9%
+147.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -8.3% | -0.7% | -7.6% | -8.0% |
| 30D | -20.1% | +9.3% | -29.3% | -23.0% |
| 3M | -52.7% | -17.5% | -35.2% | -50.0% |
| 6M | -61.0% | -14.6% | -46.4% | -60.7% |
| YTD | -67.1% | -62.3% | -4.8% | -51.0% |
| 1Y | -79.9% | -59.6% | -20.2% | -71.0% |
| 3Y | +101.7% | -45.3% | +147.0% | +229.5% |
| All | +101.7% | -45.9% | +147.6% | +229.5% |
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