+120.9%
SLV vs FLUT
-45.4%
+166.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -3.3% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -15.6% | +5.0% | -20.7% | -15.7% |
| 3M | -23.6% | -16.4% | -7.2% | -23.7% |
| 6M | -42.6% | -14.6% | -28.0% | -42.8% |
| YTD | -30.0% | -61.9% | +31.9% | -26.6% |
| 1Y | -6.6% | -65.0% | +58.4% | -1.6% |
| All | +120.9% | -45.4% | +166.2% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling