+482.6%
FLUT vs SIMO
+3,332.4%
-2,849.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -2.5% |
| 7D | -1.6% | +4.2% | -5.9% | -1.8% |
| 30D | +7.7% | +4.1% | +3.7% | +7.4% |
| 3M | -0.7% | -12.9% | +12.2% | -0.8% |
| 6M | -11.2% | +110.3% | -121.5% | -15.8% |
| YTD | -53.4% | +178.6% | -232.0% | -56.7% |
| 1Y | -65.8% | +220.0% | -285.8% | -68.4% |
| 3Y | -44.9% | +409.0% | -454.0% | -50.7% |
| 5Y | -49.7% | +277.3% | -327.0% | -54.7% |
| 10Y | -9.7% | +506.6% | -516.3% | -20.8% |
| All | +482.6% | +3,332.4% | -2,849.8% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling