+336.0%
SLB vs FLUT
+1,658.1%
-1,322.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -7.1% | -1.1% | -6.0% | -7.1% |
| 30D | +4.1% | +7.7% | -3.6% | +3.3% |
| 3M | -2.6% | -12.2% | +9.5% | -1.9% |
| 6M | -8.6% | -17.6% | +9.0% | -7.6% |
| YTD | +32.2% | -62.0% | +94.2% | +41.6% |
| 1Y | +40.7% | -62.3% | +102.9% | +50.6% |
| 3Y | -4.5% | -52.0% | +47.4% | -0.2% |
| 5Y | +66.4% | -51.8% | +118.1% | +71.0% |
| 10Y | -15.1% | -26.3% | +11.2% | -15.8% |
| All | +336.0% | +1,658.1% | -1,322.1% | +268.2% |
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