+46.2%
SLB vs FLUT
-63.1%
+109.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -4.1% | +4.2% | -8.2% | -4.4% |
| 30D | +2.5% | +8.0% | -5.5% | +1.7% |
| 3M | +2.0% | -22.1% | +24.1% | +3.7% |
| 6M | -6.3% | -21.7% | +15.3% | -4.7% |
| YTD | +36.5% | -62.0% | +98.5% | +49.9% |
| 1Y | +46.2% | -63.2% | +109.4% | +60.8% |
| All | +46.2% | -63.1% | +109.4% | +60.8% |
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