+239.3%
SLV vs FLUT
+470.2%
-230.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +5.1% | -1.1% | +6.2% | +5.1% |
| 30D | -12.9% | +7.7% | -20.6% | -13.1% |
| 3M | -16.1% | -12.2% | -3.9% | -15.9% |
| 6M | -33.2% | -17.6% | -15.6% | -33.1% |
| YTD | -27.2% | -62.0% | +34.8% | -25.8% |
| 1Y | +7.6% | -62.3% | +69.9% | +9.8% |
| 3Y | +122.3% | -52.0% | +174.3% | +124.9% |
| 5Y | +109.7% | -51.8% | +161.5% | +110.8% |
| 10Y | +168.4% | -26.3% | +194.8% | +169.3% |
| All | +239.3% | +470.2% | -230.9% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling