-26.1%
FLUT vs SBAC
+111.6%
-137.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | +5.0% | +3.3% | +1.7% | +4.4% |
| 3M | -16.4% | +3.3% | -19.7% | -16.9% |
| 6M | -14.6% | -10.9% | -3.6% | -13.5% |
| YTD | -61.9% | -1.0% | -60.9% | -62.1% |
| 1Y | -65.0% | -4.5% | -60.6% | -65.1% |
| 3Y | -44.8% | -8.7% | -36.1% | -45.1% |
| 5Y | -49.9% | -40.6% | -9.3% | -48.2% |
| All | -26.1% | +111.6% | -137.7% | -34.5% |
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