+32.8%
SNOW vs FLUT
-38.1%
+70.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.7% |
| 7D | +2.8% | -1.6% | +4.4% | +3.3% |
| 30D | +6.4% | +7.7% | -1.3% | +3.2% |
| 3M | +38.1% | -0.7% | +38.8% | +36.4% |
| 6M | +100.4% | -11.2% | +111.5% | +105.5% |
| YTD | +53.7% | -53.4% | +107.2% | +93.8% |
| 1Y | +52.0% | -65.8% | +117.7% | +110.9% |
| 3Y | +114.7% | -44.9% | +159.6% | +151.0% |
| 5Y | +8.8% | -49.7% | +58.5% | +16.6% |
| All | +32.8% | -38.1% | +70.9% | +45.7% |
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