+845.9%
SO vs FLUT
+1,675.5%
-829.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.1% | -1.5% | +1.4% | -0.1% |
| 30D | +8.7% | +3.4% | +5.3% | +8.6% |
| 3M | +3.4% | -12.5% | +15.9% | +3.5% |
| 6M | +3.7% | -18.5% | +22.2% | +3.9% |
| YTD | +10.0% | -61.6% | +71.7% | +11.4% |
| 1Y | +6.6% | -64.1% | +70.7% | +8.0% |
| 3Y | +52.5% | -44.5% | +97.0% | +52.9% |
| 5Y | +76.1% | -51.3% | +127.3% | +76.2% |
| 10Y | +194.9% | -25.6% | +220.5% | +191.0% |
| All | +845.9% | +1,675.5% | -829.7% | +800.8% |
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 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