+375.4%
FLUT vs SIMO
+2,080.4%
-1,705.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.7% |
| 7D | -1.1% | -22.0% | +20.9% | -0.3% |
| 30D | +7.7% | -43.0% | +50.8% | +9.7% |
| 3M | -12.2% | -39.1% | +27.0% | -11.0% |
| 6M | -17.6% | -33.3% | +15.7% | -17.5% |
| YTD | -62.0% | +77.0% | -139.0% | -64.2% |
| 1Y | -62.3% | +73.0% | -135.3% | -64.4% |
| 3Y | -52.0% | +215.7% | -267.7% | -56.4% |
| 5Y | -51.8% | +155.6% | -207.4% | -56.1% |
| 10Y | -26.3% | +388.4% | -414.7% | -34.9% |
| All | +375.4% | +2,080.4% | -1,705.0% | +275.0% |
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