-8.9%
SHW vs FLUT
-65.1%
+56.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -1.2% | +3.8% | -5.0% | -1.5% |
| 30D | -11.6% | +6.3% | -17.9% | -12.0% |
| 3M | +9.1% | -4.0% | +13.2% | +9.0% |
| 6M | -0.7% | -10.3% | +9.6% | -0.5% |
| YTD | +1.4% | -53.2% | +54.5% | +6.9% |
| All | -8.9% | -65.1% | +56.2% | -3.4% |
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