+6,096.0%
SHW vs FLUT
+1,658.1%
+4,437.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +3.5% | -1.1% | +4.5% | +3.5% |
| 30D | +9.2% | +7.7% | +1.5% | +8.8% |
| 3M | -5.1% | -12.2% | +7.1% | -4.5% |
| 6M | +6.8% | -17.6% | +24.4% | +7.7% |
| YTD | +7.0% | -62.0% | +69.0% | +11.9% |
| 1Y | +4.1% | -62.3% | +66.4% | +8.9% |
| 3Y | +41.1% | -52.0% | +93.0% | +45.4% |
| 5Y | +12.9% | -51.8% | +64.6% | +15.3% |
| 10Y | +366.3% | -26.3% | +392.6% | +364.8% |
| All | +6,096.0% | +1,658.1% | +4,437.9% | +5,614.6% |
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 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