+30.5%
SNOW vs FLUT
-38.6%
+69.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +8.4% | -2.6% | +11.0% | +9.4% |
| 30D | -1.0% | +5.4% | -6.3% | -3.2% |
| 3M | +38.3% | -10.8% | +49.1% | +41.9% |
| 6M | +81.3% | -9.2% | +90.5% | +84.6% |
| YTD | +51.1% | -53.8% | +104.9% | +91.0% |
| 1Y | +47.0% | -66.0% | +112.9% | +104.4% |
| 3Y | +99.7% | -44.7% | +144.4% | +133.2% |
| 5Y | +3.6% | -50.6% | +54.2% | +11.6% |
| All | +30.5% | -38.6% | +69.1% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling