-57.1%
FLUT vs SN
+673.1%
-730.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +4.5% | +3.5% | +1.0% | +3.8% |
| 30D | +9.2% | +19.4% | -10.2% | +5.4% |
| 3M | -13.7% | +20.9% | -34.6% | -17.1% |
| 6M | -9.0% | +111.1% | -120.1% | -23.2% |
| YTD | -60.2% | +102.8% | -163.0% | -66.3% |
| 1Y | -63.1% | +146.2% | -209.3% | -70.0% |
| 3Y | -42.5% | +441.4% | -483.9% | -56.9% |
| All | -57.1% | +673.1% | -730.2% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling