+1.5%
SLV vs FLUT
-63.4%
+64.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -3.4% |
| 7D | +3.7% | -1.5% | +5.1% | +3.6% |
| 30D | -15.2% | +3.4% | -18.6% | -14.9% |
| 3M | -21.8% | -12.5% | -9.3% | -22.6% |
| 6M | -36.3% | -18.5% | -17.9% | -37.5% |
| YTD | -27.8% | -61.6% | +33.8% | -19.0% |
| 1Y | +1.5% | -64.1% | +65.6% | +15.6% |
| All | +1.5% | -63.4% | +64.9% | +15.6% |
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