-52.0%
FLUT vs SN
+397.9%
-449.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.2% |
| 7D | -1.1% | +7.2% | -8.3% | -2.7% |
| 30D | +7.7% | +20.4% | -12.7% | +2.9% |
| 3M | -12.2% | +23.9% | -36.1% | -16.9% |
| 6M | -17.6% | +93.0% | -110.6% | -31.4% |
| YTD | -62.0% | +99.2% | -161.2% | -68.9% |
| 1Y | -62.3% | +142.6% | -204.9% | -70.8% |
| 3Y | -52.0% | +398.8% | -450.7% | -68.5% |
| All | -52.0% | +397.9% | -449.9% | -68.5% |
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