+5.5%
SO vs FLUT
-63.2%
+68.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.2% |
| 7D | +0.8% | +4.5% | -3.8% | +0.8% |
| 30D | +7.8% | +9.2% | -1.4% | +7.9% |
| 3M | +2.9% | -13.7% | +16.6% | +2.5% |
| 6M | +2.5% | -9.0% | +11.5% | +2.7% |
| YTD | +10.3% | -60.2% | +70.5% | +8.8% |
| All | +5.5% | -63.2% | +68.7% | +4.4% |
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