-10.4%
FLUT vs SBAC
+78.4%
-88.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +5.4% | +3.9% | +1.5% | +4.9% |
| 3M | -10.8% | -8.2% | -2.6% | -9.8% |
| 6M | -9.2% | -2.8% | -6.4% | -9.2% |
| YTD | -53.8% | -1.5% | -52.3% | -54.0% |
| 1Y | -66.0% | 0.0% | -66.0% | -66.1% |
| 3Y | -44.7% | -8.4% | -36.3% | -44.9% |
| 5Y | -50.6% | -43.5% | -7.0% | -48.7% |
| 10Y | -10.4% | +86.9% | -97.3% | -13.0% |
| All | -10.4% | +78.4% | -88.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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