-58.9%
FLUT vs SN
+681.9%
-740.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.2% |
| 7D | -6.5% | +7.6% | -14.1% | -7.9% |
| 30D | +2.8% | +24.1% | -21.3% | -1.6% |
| 3M | -13.5% | +23.7% | -37.2% | -17.3% |
| 6M | -19.0% | +105.5% | -124.5% | -31.1% |
| YTD | -61.9% | +105.1% | -167.0% | -67.8% |
| 1Y | -63.2% | +148.3% | -211.5% | -70.2% |
| 3Y | -46.0% | +438.7% | -484.7% | -59.7% |
| All | -58.9% | +681.9% | -740.8% | -69.3% |
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