+14.3%
SHW vs FLUT
-12.7%
+27.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.4% |
| 7D | -2.1% | +4.5% | -6.7% | -2.8% |
| 30D | +11.1% | +9.2% | +1.9% | +9.8% |
| 3M | -2.2% | -13.7% | +11.5% | -1.2% |
| 6M | +14.3% | -9.0% | +23.3% | +15.6% |
| All | +14.3% | -12.7% | +27.0% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling