+62.0%
SLV vs FLUT
-65.9%
+127.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.4% |
| 7D | -0.3% | -1.6% | +1.3% | -0.5% |
| 30D | +6.7% | +7.7% | -1.1% | +7.4% |
| 3M | -10.7% | -0.7% | -10.0% | -10.8% |
| 6M | -20.6% | -11.2% | -9.4% | -20.6% |
| YTD | -7.1% | -53.4% | +46.3% | +4.8% |
| 1Y | +62.0% | -65.8% | +127.7% | +87.5% |
| All | +62.0% | -65.9% | +127.9% | +87.5% |
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