+11.1%
SMR vs FLUT
-17.8%
+29.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.7% | +15.1% |
| 7D | +21.4% | +3.8% | +17.6% | +20.0% |
| 30D | +13.8% | +6.3% | +7.6% | +11.5% |
| 3M | +3.9% | -4.0% | +8.0% | +3.3% |
| 6M | -4.2% | -10.3% | +6.1% | -3.1% |
| YTD | -21.1% | -53.2% | +32.1% | +0.9% |
| 1Y | -67.1% | -65.0% | -2.0% | -53.2% |
| 3Y | +88.9% | -43.9% | +132.8% | +138.5% |
| All | +11.1% | -17.8% | +29.0% | +31.6% |
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 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