+226.7%
SLV vs FLUT
+472.1%
-245.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -3.2% |
| 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% | -23.4% |
| 6M | -42.6% | -14.6% | -28.0% | -42.5% |
| YTD | -30.0% | -61.9% | +31.9% | -28.5% |
| 1Y | -6.6% | -65.0% | +58.4% | -4.5% |
| 3Y | +121.8% | -44.8% | +166.7% | +123.8% |
| 5Y | +92.7% | -49.9% | +142.6% | +93.6% |
| 10Y | +174.0% | -26.1% | +200.0% | +174.8% |
| All | +226.7% | +472.1% | -245.4% | +239.5% |
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