+175.9%
SLV vs FLUT
-26.1%
+201.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.7% |
| 7D | +5.6% | -6.5% | +12.1% | +5.9% |
| 30D | -12.1% | +2.8% | -14.9% | -12.3% |
| 3M | -16.3% | -13.5% | -2.8% | -15.9% |
| 6M | -34.1% | -19.0% | -15.1% | -33.8% |
| YTD | -25.3% | -61.9% | +36.6% | -21.6% |
| 1Y | +9.6% | -63.2% | +72.8% | +15.3% |
| 3Y | +132.7% | -46.0% | +178.7% | +136.9% |
| 5Y | +113.7% | -51.8% | +165.4% | +115.6% |
| 10Y | +175.9% | -26.1% | +201.9% | +170.3% |
| All | +175.9% | -26.1% | +201.9% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling