-44.7%
FLUT vs SIMO
+240.7%
-285.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -4.1% |
| 7D | -1.2% | +14.9% | -16.1% | -1.4% |
| 30D | +5.0% | -27.0% | +32.0% | +5.6% |
| 3M | -16.4% | -25.4% | +9.0% | -16.3% |
| 6M | -14.6% | -30.3% | +15.7% | -15.4% |
| YTD | -61.9% | +95.8% | -157.7% | -69.2% |
| 1Y | -65.0% | +100.0% | -165.1% | -71.9% |
| All | -44.7% | +240.7% | -285.4% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling