+7.0%
SHW vs FLUT
-63.1%
+70.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +9.0% | +6.9% |
| 7D | +13.3% | +4.2% | +9.2% | +12.9% |
| 30D | +14.1% | +8.0% | +6.1% | +13.3% |
| 3M | +0.8% | -22.1% | +22.8% | +2.7% |
| 6M | +17.6% | -21.7% | +39.3% | +19.7% |
| YTD | +13.0% | -62.0% | +74.9% | +25.4% |
| 1Y | +7.0% | -63.2% | +70.2% | +19.1% |
| All | +7.0% | -63.1% | +70.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling