-50.6%
FLUT vs SEI
+1,021.5%
-1,072.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.8% |
| 7D | -2.6% | +28.2% | -30.8% | -4.6% |
| 30D | +5.4% | +15.5% | -10.1% | +3.9% |
| 3M | -10.8% | -1.4% | -9.4% | -11.5% |
| 6M | -9.2% | +37.4% | -46.6% | -13.8% |
| YTD | -53.8% | +47.8% | -101.6% | -56.8% |
| 1Y | -66.0% | +174.3% | -240.3% | -70.7% |
| 3Y | -44.7% | +598.5% | -643.1% | -59.9% |
| 5Y | -50.6% | +1,026.2% | -1,076.8% | -67.3% |
| All | -50.6% | +1,021.5% | -1,072.1% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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