+216.5%
SLV vs FLUT
-11.0%
+227.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.3% |
| 7D | -5.0% | -3.6% | -1.5% | -4.9% |
| 30D | -1.8% | -0.3% | -1.4% | -1.8% |
| 3M | -0.3% | -12.6% | +12.3% | +0.1% |
| 6M | -28.2% | -8.0% | -20.2% | -28.2% |
| YTD | -10.7% | -54.1% | +43.4% | -7.0% |
| 1Y | +53.7% | -66.1% | +119.8% | +63.0% |
| 3Y | +173.7% | -45.0% | +218.7% | +179.2% |
| 5Y | +161.5% | -51.2% | +212.7% | +164.0% |
| All | +216.5% | -11.0% | +227.5% | +208.2% |
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 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