+404.4%
SNXX vs FLUT
-43.2%
+447.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -8.4% |
| 7D | +16.8% | -3.6% | +20.3% | +14.2% |
| 30D | +65.3% | -0.3% | +65.6% | +65.3% |
| 3M | -34.8% | -12.6% | -22.1% | -33.3% |
| 6M | +255.1% | -8.0% | +263.1% | +260.5% |
| All | +404.4% | -43.2% | +447.6% | +299.8% |
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