-25.6%
FLUT vs SBAC
+103.9%
-129.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -1.5% | +3.6% | -5.1% | -2.0% |
| 30D | +3.4% | +4.9% | -1.5% | +2.6% |
| 3M | -12.5% | +6.5% | -18.9% | -13.3% |
| 6M | -18.5% | -11.1% | -7.3% | -17.4% |
| YTD | -61.6% | +0.9% | -62.6% | -62.0% |
| 1Y | -64.1% | -1.6% | -62.5% | -64.3% |
| 3Y | -44.5% | -7.0% | -37.5% | -44.9% |
| 5Y | -51.3% | -39.2% | -12.1% | -49.8% |
| 10Y | -25.6% | +111.4% | -137.0% | -32.0% |
| All | -25.6% | +103.9% | -129.5% | -32.0% |
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