-26.2%
FLUT vs SW
+189.7%
-216.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.8% |
| 7D | +4.2% | +12.1% | -7.9% | +2.9% |
| 30D | +8.0% | +6.6% | +1.4% | +7.2% |
| 3M | -22.1% | -6.0% | -16.1% | -21.6% |
| 6M | -21.7% | +21.5% | -43.2% | -23.5% |
| YTD | -62.0% | +20.3% | -82.3% | -62.9% |
| 1Y | -63.2% | +28.1% | -91.3% | -64.4% |
| 3Y | -52.1% | +51.6% | -103.7% | -54.5% |
| 5Y | -52.9% | -0.1% | -52.8% | -55.0% |
| 10Y | -26.2% | +189.7% | -216.0% | -32.0% |
| All | -26.2% | +189.7% | -216.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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