+333.1%
SLV vs FLUT
+598.7%
-265.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | +6.7% | +7.7% | -1.1% | +6.5% |
| 3M | -10.7% | -0.7% | -10.0% | -10.8% |
| 6M | -20.6% | -11.2% | -9.4% | -20.5% |
| YTD | -7.1% | -53.4% | +46.3% | -5.5% |
| 1Y | +62.0% | -65.8% | +127.7% | +65.9% |
| 3Y | +169.8% | -44.9% | +214.8% | +172.4% |
| 5Y | +161.5% | -49.7% | +211.1% | +162.4% |
| 10Y | +224.4% | -9.7% | +234.1% | +224.4% |
| All | +333.1% | +598.7% | -265.6% | +348.7% |
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