+212.4%
FLUT vs SW
+755.0%
-542.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | -1.6% | -5.1% | +3.5% | -1.4% |
| 30D | +7.7% | -4.6% | +12.3% | +8.0% |
| 3M | -0.7% | +9.4% | -10.1% | -1.2% |
| 6M | -11.2% | +3.5% | -14.7% | -11.4% |
| YTD | -53.4% | +22.0% | -75.5% | -54.0% |
| 1Y | -65.8% | +2.2% | -68.0% | -65.9% |
| 3Y | -44.9% | +19.6% | -64.5% | -45.6% |
| 5Y | -49.7% | -2.3% | -47.4% | -50.6% |
| 10Y | -9.7% | +181.4% | -191.1% | -11.0% |
| All | +212.4% | +755.0% | -542.6% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling