-48.0%
SMR vs FLUT
-30.2%
-17.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.9% |
| 7D | +1.9% | +4.5% | -2.6% | +0.4% |
| 30D | -21.9% | +9.2% | -31.2% | -24.4% |
| 3M | -47.1% | -13.7% | -33.5% | -45.2% |
| 6M | -60.6% | -9.0% | -51.6% | -60.9% |
| YTD | -63.1% | -60.2% | -2.8% | -50.7% |
| 1Y | -80.4% | -63.1% | -17.3% | -73.1% |
| 3Y | +150.2% | -42.5% | +192.7% | +212.0% |
| All | -48.0% | -30.2% | -17.8% | -35.8% |
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 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