-63.2%
FLUT vs SN
+156.5%
-219.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.1% |
| 7D | +4.2% | +10.6% | -6.5% | +2.2% |
| 30D | +8.0% | +20.0% | -12.0% | +4.5% |
| 3M | -22.1% | +30.4% | -52.4% | -26.2% |
| 6M | -21.7% | +91.0% | -112.7% | -33.9% |
| YTD | -62.0% | +95.9% | -157.9% | -68.7% |
| 1Y | -63.2% | +158.9% | -222.0% | -73.8% |
| All | -63.2% | +156.5% | -219.6% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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