+5.5%
SNOW vs FLUT
-50.1%
+55.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +4.9% | +3.8% | +1.1% | +3.4% |
| 30D | +1.5% | +6.3% | -4.8% | -1.3% |
| 3M | +39.5% | -4.0% | +43.6% | +39.5% |
| 6M | +85.9% | -10.3% | +96.2% | +90.2% |
| YTD | +52.9% | -53.2% | +106.1% | +96.0% |
| 1Y | +48.1% | -65.0% | +113.2% | +109.6% |
| 3Y | +102.2% | -43.9% | +146.1% | +137.0% |
| 5Y | +5.5% | -49.2% | +54.7% | +12.0% |
| All | +5.5% | -50.1% | +55.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling