-49.2%
FLUT vs SBAC
-43.9%
-5.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +6.3% | +3.2% | +3.1% | +5.7% |
| 3M | -4.0% | -5.1% | +1.0% | -3.1% |
| 6M | -10.3% | -2.1% | -8.2% | -10.4% |
| YTD | -53.2% | -0.5% | -52.7% | -53.5% |
| 1Y | -65.0% | +1.1% | -66.2% | -65.4% |
| 3Y | -43.9% | -7.4% | -36.5% | -44.5% |
| 5Y | -49.2% | -44.3% | -4.9% | -45.0% |
| All | -49.2% | -43.9% | -5.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling