-25.6%
FLUT vs SIMO
+395.4%
-421.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.7% |
| 7D | -1.5% | -16.0% | +14.6% | -0.6% |
| 30D | +3.4% | -35.8% | +39.2% | +5.8% |
| 3M | -12.5% | -26.5% | +14.0% | -11.8% |
| 6M | -18.5% | -33.0% | +14.5% | -18.6% |
| YTD | -61.6% | +84.3% | -146.0% | -66.6% |
| 1Y | -64.1% | +82.0% | -146.1% | -68.7% |
| 3Y | -44.5% | +218.5% | -263.0% | -55.8% |
| 5Y | -51.3% | +175.0% | -226.3% | -61.2% |
| 10Y | -25.6% | +407.5% | -433.1% | -45.7% |
| All | -25.6% | +395.4% | -421.0% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling