+789.9%
SO vs FLUT
+2,054.3%
-1,264.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | -0.2% | -1.6% | +1.5% | -0.1% |
| 30D | -4.6% | +7.7% | -12.3% | -4.7% |
| 3M | -3.0% | -0.7% | -2.3% | -3.1% |
| 6M | -8.3% | -11.2% | +2.9% | -8.2% |
| YTD | +3.5% | -53.4% | +57.0% | +4.5% |
| 1Y | -0.9% | -65.8% | +64.8% | +0.4% |
| 3Y | +45.4% | -44.9% | +90.3% | +45.9% |
| 5Y | +59.6% | -49.7% | +109.3% | +59.7% |
| 10Y | +156.6% | -9.7% | +166.3% | +152.6% |
| All | +789.9% | +2,054.3% | -1,264.3% | +745.6% |
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