-49.5%
FLUT vs SN
+496.6%
-546.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +6.3% | -5.6% | +11.9% | +7.4% |
| 3M | -4.0% | +48.1% | -52.1% | -12.5% |
| 6M | -10.3% | +57.6% | -67.9% | -19.7% |
| YTD | -53.2% | +56.5% | -109.7% | -58.1% |
| 1Y | -65.0% | +52.6% | -117.6% | -68.7% |
| 3Y | -43.9% | +412.0% | -455.9% | -55.7% |
| All | -49.5% | +496.6% | -546.1% | -60.2% |
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