-64.3%
FLUT vs SIMO
+80.3%
-144.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.8% |
| 7D | -6.5% | -8.5% | +2.0% | -6.9% |
| 30D | +2.8% | -34.8% | +37.6% | +0.2% |
| 3M | -13.5% | -32.8% | +19.4% | -15.1% |
| 6M | -19.0% | -32.0% | +13.1% | -20.5% |
| YTD | -61.9% | +87.0% | -148.9% | -65.9% |
| All | -64.3% | +80.3% | -144.6% | -67.9% |
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