+1,664.3%
FLUT vs SAN
+785.8%
+878.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.8% | -0.2% |
| 7D | -6.5% | +8.7% | -15.2% | -7.3% |
| 30D | +2.8% | -6.5% | +9.3% | +3.3% |
| 3M | -13.5% | -14.2% | +0.7% | -12.3% |
| 6M | -19.0% | +2.7% | -21.7% | -19.5% |
| YTD | -61.9% | +8.9% | -70.7% | -62.4% |
| 1Y | -63.2% | +23.4% | -86.6% | -64.2% |
| 3Y | -46.0% | +257.9% | -304.0% | -52.4% |
| 5Y | -51.8% | +297.8% | -349.5% | -58.2% |
| 10Y | -26.1% | +259.6% | -285.7% | -36.5% |
| All | +1,664.3% | +785.8% | +878.5% | +1,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling