+589.4%
SE vs FLUT
+1.2%
+588.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | -6.1% | -1.6% | -4.5% | -5.7% |
| 30D | -2.5% | +7.7% | -10.2% | -4.7% |
| 3M | +21.7% | -0.7% | +22.4% | +20.7% |
| 6M | +27.0% | -11.2% | +38.2% | +30.0% |
| YTD | -12.1% | -53.4% | +41.3% | +8.9% |
| 1Y | -40.9% | -65.8% | +24.8% | -20.0% |
| 3Y | +191.0% | -44.9% | +235.9% | +228.5% |
| 5Y | -68.3% | -49.7% | -18.6% | -66.3% |
| All | +589.4% | +1.2% | +588.1% | +563.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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