+57.1%
SO vs FLUT
-50.4%
+107.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | -0.2% | -1.6% | +1.5% | -0.2% |
| 30D | -4.6% | +7.7% | -12.3% | -4.6% |
| 3M | -3.0% | -0.7% | -2.3% | -3.0% |
| 6M | -8.3% | -11.2% | +2.9% | -8.2% |
| YTD | +3.5% | -53.4% | +57.0% | +4.0% |
| 1Y | -0.9% | -65.8% | +64.8% | -0.2% |
| 3Y | +45.4% | -44.9% | +90.3% | +44.8% |
| All | +57.1% | -50.4% | +107.6% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling