-3.6%
SMR vs FLUT
-18.3%
+14.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +4.4% | -1.6% | +6.1% | +4.9% |
| 30D | +3.4% | +7.7% | -4.3% | +0.8% |
| 3M | -19.2% | -0.7% | -18.5% | -20.6% |
| 6M | -22.6% | -11.2% | -11.5% | -21.5% |
| YTD | -31.5% | -53.4% | +21.9% | -12.3% |
| 1Y | -73.1% | -65.8% | -7.3% | -61.5% |
| 3Y | +55.0% | -44.9% | +99.9% | +96.5% |
| All | -3.6% | -18.3% | +14.7% | +14.4% |
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