+2.9%
SHW vs FLUT
-64.7%
+67.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +8.4% | +5.0% | +3.4% | +7.9% |
| 3M | -2.2% | -16.4% | +14.2% | -0.9% |
| 6M | +13.3% | -14.6% | +27.9% | +14.5% |
| YTD | +9.2% | -61.9% | +71.1% | +19.5% |
| 1Y | +2.9% | -65.0% | +67.9% | +13.5% |
| All | +2.9% | -64.7% | +67.6% | +13.5% |
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