+18.6%
SNOW vs FLUT
-47.2%
+65.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.7% |
| 7D | +3.7% | +4.5% | -0.9% | +2.2% |
| 30D | -16.4% | +9.2% | -25.6% | -19.2% |
| 3M | -9.9% | -13.7% | +3.8% | -6.7% |
| 6M | +98.8% | -9.0% | +107.8% | +100.2% |
| YTD | +37.3% | -60.2% | +97.6% | +80.6% |
| 1Y | +11.0% | -63.1% | +74.2% | +49.3% |
| 3Y | +87.8% | -42.5% | +130.2% | +116.4% |
| 5Y | -18.4% | -47.6% | +29.2% | -11.9% |
| All | +18.6% | -47.2% | +65.8% | +35.7% |
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 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