+175.8%
SLV vs FLUT
-26.8%
+202.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -5.8% | -0.7% | -5.1% | -5.8% |
| 30D | -12.1% | +9.3% | -21.4% | -12.5% |
| 3M | -24.1% | -17.5% | -6.6% | -23.6% |
| 6M | -44.4% | -14.6% | -29.8% | -44.2% |
| YTD | -31.5% | -62.3% | +30.8% | -28.1% |
| 1Y | -6.9% | -59.6% | +52.7% | -2.7% |
| 3Y | +116.0% | -45.3% | +161.3% | +119.7% |
| 5Y | +88.4% | -50.4% | +138.8% | +89.9% |
| All | +175.8% | -26.8% | +202.6% | +171.7% |
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