-17.6%
FLUT vs SIMO
-29.1%
+11.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -0.9% |
| 7D | -1.1% | -22.0% | +20.9% | -4.5% |
| 30D | +7.7% | -43.0% | +50.8% | -0.4% |
| 3M | -12.2% | -39.1% | +27.0% | -17.1% |
| 6M | -17.6% | -33.3% | +15.7% | -14.9% |
| All | -17.6% | -29.1% | +11.5% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling