+86.2%
SNOW vs FLUT
-46.0%
+132.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +0.2% | -6.5% | +6.6% | +2.2% |
| 30D | -21.1% | +2.8% | -23.8% | -22.2% |
| 3M | -11.9% | -13.5% | +1.6% | -8.9% |
| 6M | +91.0% | -19.0% | +109.9% | +99.7% |
| YTD | +32.7% | -61.9% | +94.6% | +82.7% |
| 1Y | +10.8% | -63.2% | +74.0% | +54.0% |
| 3Y | +86.2% | -46.0% | +132.2% | +149.7% |
| All | +86.2% | -46.0% | +132.2% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling