-45.3%
FLUT vs SN
+440.0%
-485.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.7% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | +9.3% | +21.5% | -12.3% | +4.2% |
| 3M | -17.5% | +20.0% | -37.5% | -21.3% |
| 6M | -14.6% | +119.9% | -134.5% | -31.5% |
| YTD | -62.3% | +102.3% | -164.6% | -69.3% |
| 1Y | -59.6% | +148.0% | -207.6% | -69.0% |
| 3Y | -45.3% | +450.0% | -495.3% | -63.6% |
| All | -45.3% | +440.0% | -485.3% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling