-65.0%
FLUT vs SIMO
+235.9%
-300.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.9% |
| 7D | +3.8% | +14.6% | -10.8% | +4.6% |
| 30D | +6.3% | +6.2% | +0.1% | +6.9% |
| 3M | -4.0% | +3.6% | -7.6% | -3.4% |
| 6M | -10.3% | +130.8% | -141.1% | -13.8% |
| YTD | -53.2% | +195.8% | -248.9% | -56.5% |
| 1Y | -65.0% | +225.0% | -290.0% | -67.4% |
| All | -65.0% | +235.9% | -300.9% | -67.4% |
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