+197.2%
SO vs FLUT
-22.9%
+220.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.1% |
| 7D | +0.8% | +4.5% | -3.8% | +0.7% |
| 30D | +7.8% | +9.2% | -1.4% | +7.6% |
| 3M | +2.9% | -13.7% | +16.6% | +3.1% |
| 6M | +2.5% | -9.0% | +11.5% | +2.5% |
| YTD | +10.3% | -60.2% | +70.5% | +11.9% |
| 1Y | +6.4% | -63.1% | +69.5% | +8.1% |
| 3Y | +52.8% | -42.5% | +95.3% | +52.6% |
| 5Y | +78.7% | -47.6% | +126.2% | +77.8% |
| All | +197.2% | -22.9% | +220.1% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling