+3.0%
SSPC vs FLUT
-25.6%
+28.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.5% | -15.8% | -17.5% |
| 7D | -4.7% | -1.1% | -3.6% | -4.7% |
| 30D | +36.7% | +7.7% | +29.0% | +39.7% |
| 3M | -49.4% | -12.2% | -37.3% | -52.3% |
| All | +3.0% | -25.6% | +28.5% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling