+66.7%
SNXX vs FLUT
-52.9%
+119.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.3% | -13.4% | -17.3% |
| 7D | -47.8% | +4.2% | -51.9% | -45.5% |
| 30D | -66.0% | +8.0% | -74.0% | -63.5% |
| 3M | -57.5% | -22.1% | -35.4% | -63.9% |
| 6M | -66.7% | -21.7% | -45.0% | -68.9% |
| All | +66.7% | -52.9% | +119.6% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling