-52.0%
FLUT vs SAN
+235.5%
-287.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -1.1% | +4.9% | -6.0% | -2.3% |
| 30D | +7.7% | -13.0% | +20.7% | +11.2% |
| 3M | -12.2% | -18.9% | +6.7% | -7.6% |
| 6M | -17.6% | -4.1% | -13.4% | -17.7% |
| YTD | -62.0% | +2.6% | -64.6% | -63.0% |
| 1Y | -62.3% | +16.9% | -79.2% | -64.7% |
| 3Y | -52.0% | +239.1% | -291.0% | -68.6% |
| All | -52.0% | +235.5% | -287.4% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling