-10.4%
FLUT vs SAN
+329.5%
-340.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +5.4% | -0.1% | +5.4% | +5.4% |
| 3M | -10.8% | +19.6% | -30.4% | -14.3% |
| 6M | -9.2% | +32.7% | -41.9% | -15.0% |
| YTD | -53.8% | +26.7% | -80.5% | -56.4% |
| 1Y | -66.0% | +51.6% | -117.6% | -69.1% |
| 3Y | -44.7% | +348.7% | -393.4% | -59.9% |
| 5Y | -50.6% | +378.7% | -429.3% | -65.4% |
| 10Y | -10.4% | +336.9% | -347.4% | -37.2% |
| All | -10.4% | +329.5% | -340.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling