+2,054.3%
FLUT vs SBAC
+28,554.1%
-26,499.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.6% | -0.8% | -0.9% | -1.6% |
| 30D | +7.7% | +6.9% | +0.8% | +7.4% |
| 3M | -0.7% | -8.2% | +7.5% | -0.4% |
| 6M | -11.2% | -1.6% | -9.5% | -11.2% |
| YTD | -53.4% | -0.1% | -53.3% | -53.5% |
| 1Y | -65.8% | -0.5% | -65.3% | -65.8% |
| 3Y | -44.9% | -9.1% | -35.9% | -44.9% |
| 5Y | -49.7% | -43.8% | -5.9% | -49.0% |
| 10Y | -9.7% | +80.5% | -90.2% | -11.4% |
| All | +2,054.3% | +28,554.1% | -26,499.8% | +1,908.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling