-63.2%
FLUT vs SIMO
+94.5%
-157.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -3.1% |
| 7D | +4.2% | -16.9% | +21.0% | +2.8% |
| 30D | +8.0% | -35.4% | +43.4% | +5.1% |
| 3M | -22.1% | -31.9% | +9.8% | -23.5% |
| 6M | -21.7% | -19.3% | -2.4% | -23.1% |
| YTD | -62.0% | +98.5% | -160.4% | -64.7% |
| 1Y | -63.2% | +100.5% | -163.7% | -66.1% |
| All | -63.2% | +94.5% | -157.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling