+78.7%
SO vs FLUT
-52.1%
+130.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +4.7% | +9.3% | -4.5% | +4.7% |
| 3M | +1.7% | -17.5% | +19.2% | +1.7% |
| 6M | +2.2% | -14.6% | +16.8% | +2.2% |
| YTD | +10.0% | -62.3% | +72.2% | +10.5% |
| 1Y | +6.0% | -59.6% | +65.7% | +6.4% |
| 3Y | +54.1% | -45.3% | +99.4% | +52.8% |
| All | +78.7% | -52.1% | +130.8% | +79.3% |
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