-65.8%
FLUT vs SN
+46.4%
-112.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -1.6% | -9.3% | +7.7% | +0.2% |
| 30D | +7.7% | -4.8% | +12.5% | +8.6% |
| 3M | -0.7% | +40.4% | -41.1% | -10.4% |
| 6M | -11.2% | +50.9% | -62.1% | -22.1% |
| YTD | -53.4% | +54.9% | -108.4% | -59.8% |
| 1Y | -65.8% | +43.0% | -108.8% | -68.8% |
| All | -65.8% | +46.4% | -112.1% | -68.8% |
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